Logical Investment Outlook - April 2016

By Frank Grossman of Logical Invest
Saturday, April 2, 2016 2:16 PM EDT

The question is when does participate and how does one select undervalued assets classes or stock in their portfolio. Many asset classes such as Gold and Emerging Markets have been in such a prolonged correction that one is hard pressed to pick them for inclusion in a portfolio. Even if gold or countries like Canada may seem like bargains, one cannot easily pick a time to buy. If left unassisted an investor may opt out for a prolonged period and only enter the trade when it is too crowded and too late. So following some kind of rules based investment plan (not just ours) is a must.

Logical Invest, March 31 2016

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 LastModified: 3/31/2016
MYRS 660.20 17.36 15.57 5.95 0.65 20.14 -0.04 6.37 0.53 1.40
UIS-SPXL-TMF 5761.62 14.35 12.14 8.15 0.67 20.28 0.42 4.50 -0.36 1.99
TLT 130.61 8.73 9.11 -0.09 0.71 12.89 -0.58 5.14 0.25 0.68
GOLD-USD 285.01 7.01 6.70 -3.19 0.12 11.70 -0.22 3.74 1.51 1.65
WORLD-TOP4 282.15 6.36 4.56 7.91 0.24 11.51 0.55 2.49 -0.17 2.40
BRS 261.47 5.95 5.83 1.09 0.55 6.16 -0.36 6.20 0.63 1.89
GSRLV 496.57 4.61 3.80 1.55 0.41 8.07 0.38 2.90 -0.29 1.33
UIS 482.99 4.59 4.09 2.46 0.31 7.11 0.49 3.56 0.14 2.03
AGG 110.83 3.03 3.29 0.87 0.31 2.73 -0.29 7.48 0.83 1.02
NASDAQ 100 1021.11 2.58 0.59 5.86 0.45 20.12 0.65 0.16 1.09 2.71
BUGLEV 273.69 2.12 1.67 1.26 0.43 4.88 -0.22 2.07 -0.90 1.08
SPY 205.52 0.81 -0.91 6.29 -0.24 18.31 1.00 -0.28 0.10 1.29
GMRS 3809.10 0.81 -0.89 1.95 -0.57 15.92 0.68 -0.31 -1.32 0.32
BUGST 208.52 0.25 -0.17 0.87 0.35 5.39 0.30 -0.18 -1.50 1.16
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