Logical Investment Outlook - April 2016
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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