Equities
| MINTs | |
|---|---|
| JCI(IDN) | +1.03% |
| INMEX(MEX) | +1.03% |
| NGSEINDX(NGA) | -3.67% |
| XU030(TUR) | +2.20% |
| BRICS | |
|---|---|
| IBOV(BRA) | +9.43% |
| SHCOMP(CHN) | +2.84% |
| NIFTY(IND) | +0.17% |
| INDEXCF(RUS) | +0.19% |
| TOP40(ZAF) | -2.46% |
Commodities
| Energy | |
|---|---|
| Brent Crude Oil | +0.77% |
| RBOB Gasoline | -1.77% |
| Heating Oil | +0.86% |
| Natural Gas | +7.60% |
| WTI Crude Oil | +0.50% |
| Ethanol | +6.33% |
| Metals | |
|---|---|
| Gold 100oz | -2.92% |
| Silver 5000oz | -7.29% |
| Copper | -0.90% |
| Palladium | -14.45% |
| Platinum | -5.33% |
Currencies
| MINTs | |
|---|---|
| USDIDR(IDN) | +0.02% |
| USDMXN(MEX) | -2.12% |
| USDNGN(NGA) | +0.56% |
| USDTRY(TUR) | +3.62% |
| BRICS | |
|---|---|
| USDBRL(BRA) | -1.42% |
| USDCNY(CHN) | +1.47% |
| USDINR(IND) | +0.25% |
| USDRUB(RUS) | +0.40% |
| USDZAR(ZAF) | +0.30% |
| Agricultural | |
|---|---|
| Coffee (Robusta) | +9.13% |
| Orange Juice | +5.51% |
| Soybean Meal | +6.18% |
| Sugar #11 | -1.77% |
| White Sugar | -0.91% |
| Cattle | +5.36% |
| Cocoa | +2.47% |
| Coffee (Arabica) | +9.39% |
| Soybeans | +5.22% |
| Wheat | +2.18% |
| Corn | +5.13% |
| Cotton | +4.12% |
| Feeder Cattle | -1.18% |
| Lean Hogs | -5.13% |
| Lumber | -10.87% |
International ETFs (USD)
Nifty Heatmap
Index Returns
More: Sector Dashboard
Market Cap Decile Performance
More: Equal-Weight Deciles, Cap-Weight Deciles
ETF Performance
| CPSEETF | +7.79% |
| JUNIORBEES | +3.40% |
| INFRABEES | +2.70% |
| BANKBEES | +0.81% |
| PSUBNKBEES | +0.72% |
| NIFTYBEES | +0.37% |
Yield Curve
Bond Indices
| Sub Index | Change in YTM | Total Return(%) |
|---|---|---|
| 0 5 | -0.14 | +0.91% |
| 5 10 | -0.06 | +0.79% |
| 10 15 | -0.00 | +0.57% |
| 15 20 | +0.01 | +0.46% |
| 20 30 | +0.02 | +0.38% |
Investment Theme Performance
| Enterprise Yield | +14.66% |
| Quality to Price | +12.73% |
| Momentum | +11.80% |
| Velocity | +10.08% |
| Acceleration | +9.34% |
| Momo (Velocity) v1.0 | +7.17% |
| Momo (Relative) v1.1 | +5.92% |
| Magic Formula | +4.77% |
| Financial Strength Value | +4.31% |
| Balance Sheet Strength | +3.73% |
| HighIR Momentum | +2.41% |
| Momo (Acceleration) v1.0 | +2.39% |
Equity Mutual Funds
Bond Mutual Funds
Institutional flows
Books I read this month
Cable Cowboy: John Malone and the Rise of the Modern Cable Business (Amazon, Notes)
The book tells the (unfinished) story of John Malone of TCI and Liberty Media fame. How the cable TV business got started in America, how it ended up being one of the largest private sector investments in infrastructure, the regulatory angles, tax dodging, etc. Interesting read.
Business Adventures: Twelve Classic Tales from the World of Wall Street (Amazon, Notes)
This one feels like the author published his diary. It may have felt profound to him, but there is not much to go on. The first and last stories were interesting. However, the book lacked an internal consistency that would have helped the reader make any sense of the rambling.
All the Devils Are Here: The Hidden History of the Financial Crisis (Amazon)
The book paints an accurate picture of the subprime crisis that brought down the world’s financial system. How it began, the main actors… basically the people behind the systemic crisis and its evolution. Interesting read for those who are still wondering about how it all happened.