This is the monthly monthly Logical-Invest newsletter for August 2015.
Strategy performance overview:
| symbol |
close |
year to date % ▴ |
3 month % |
1 month % |
1 day % |
60 day volatility |
60 day correlation |
3 month Sharpe |
12 month Sharpe |
36 month Sharpe |
| MYRS |
655.65 |
11.96 |
7.07 |
6.51 |
0.79 |
17.98 |
0.79 |
2.63 |
1.92 |
2.97 |
| UIS-SPXL-TMF |
6117.16 |
10.78 |
-1.08 |
6.79 |
-0.22 |
27.10 |
0.97 |
-0.22 |
2.97 |
2.68 |
| WORLD-TOP4 |
284.21 |
8.04 |
-3.53 |
-0.21 |
0.29 |
11.09 |
0.72 |
-1.68 |
2.99 |
2.90 |
| GSRLV |
492.67 |
4.23 |
-0.74 |
2.44 |
0.34 |
9.77 |
0.82 |
-0.43 |
2.00 |
2.09 |
| UIS |
474.92 |
4.13 |
0.13 |
2.44 |
-0.08 |
9.10 |
0.97 |
0.08 |
2.76 |
2.57 |
| GMRSE |
6350.35 |
3.96 |
0.89 |
6.49 |
0.78 |
17.03 |
0.66 |
0.30 |
0.13 |
2.47 |
| SPY |
210.45 |
3.35 |
0.36 |
2.21 |
-0.18 |
10.74 |
1.00 |
0.19 |
1.38 |
2.29 |
| AGG |
109.50 |
0.52 |
-0.38 |
0.86 |
0.39 |
4.12 |
-0.28 |
-0.52 |
1.20 |
0.73 |
| BRS |
247.04 |
0.11 |
-1.89 |
0.17 |
0.13 |
5.84 |
0.86 |
-1.81 |
0.92 |
2.41 |
| BUGLEV |
275.91 |
-1.45 |
-2.85 |
0.57 |
-0.04 |
7.64 |
0.64 |
-1.98 |
0.59 |
1.73 |
| TLT |
122.53 |
-1.47 |
-0.75 |
4.48 |
0.74 |
17.20 |
-0.37 |
-0.25 |
1.05 |
0.13 |
| BUGST |
214.34 |
-1.51 |
-2.74 |
0.48 |
-0.04 |
5.70 |
0.63 |
-2.56 |
0.84 |
2.03 |
| GMRS |
4053.22 |
-2.11 |
-6.74 |
-5.66 |
1.36 |
12.34 |
0.69 |
-2.61 |
-0.84 |
1.29 |
| GSRAG |
481.00 |
-6.37 |
-8.51 |
-1.24 |
-0.49 |
18.11 |
0.75 |
-2.19 |
-0.41 |
1.58 |
Symbols:
BRS – Bond Rotation Strategy
BUGST – A conservative Permanent Portfolio Strategy
BUGLEV – A leveraged Permanent Portfolio Strategy
GMRS – Global Market Rotation Strategy
GMRSE – Global Market Rotation Strategy Enhanced
WORLD-TOP4 – The Top 4 World Country Strategy
UIS – Universal Investment Strategy
UIS-SPXL-TMF – 3x leveraged Universal Investment Strategy
AGG – iShares Core Total US Bond (4-5yr)
SPY – SPDR S&P 500 Index
TLT – iShares Barclays Long-Term Trsry (15-18yr)
