Invest Without Emotions
A lot of thick blue squares mean that positive correlations are high. Red squares mean negative correlations are high. Whites are the doldrums.
| MINTs | |
|---|---|
| JCI(IDN) | +1.00% |
| INMEX(MEX) | +4.34% |
| NGSEINDX(NGA) | +1.43% |
| XU030(TUR) | -4.83% |
| BRICS | |
|---|---|
| IBOV(BRA) | +4.41% |
| SHCOMP(CHN) | -4.19% |
| NIFTY(IND) | -1.68% |
| INDEXCF(RUS) | +6.54% |
| TOP40(ZAF) | +1.40% |
| Energy | |
|---|---|
| Brent Crude Oil | +10.69% |
| Natural Gas | -3.56% |
| Heating Oil | +8.80% |
| Ethanol | +3.84% |
| RBOB Gasoline | +9.52% |
| WTI Crude Oil | +9.96% |
| Metals | |
|---|---|
| Copper | +3.17% |
| Gold 100oz | -3.40% |
| Platinum | -1.20% |
| Silver 5000oz | +0.00% |
| Palladium | +1.49% |
| MINTs | |
|---|---|
| USDIDR(IDN) | -0.40% |
| USDMXN(MEX) | -0.98% |
| USDNGN(NGA) | +2.87% |
| USDTRY(TUR) | +1.19% |
| BRICS | |
|---|---|
| USDBRL(BRA) | +3.61% |
| USDCNY(CHN) | -0.10% |
| USDINR(IND) | -0.27% |
| USDRUB(RUS) | -4.59% |
| USDZAR(ZAF) | -1.34% |
| Agricultural | |
|---|---|
| Cotton | +3.32% |
| Feeder Cattle | -5.77% |
| Lean Hogs | -5.17% |
| Cocoa | +2.84% |
| Coffee (Robusta) | +0.78% |
| Orange Juice | -2.21% |
| Soybean Meal | -0.30% |
| Sugar #11 | -1.56% |
| White Sugar | -0.23% |
| Coffee (Arabica) | +2.84% |
| Corn | +4.05% |
| Lumber | -1.77% |
| Soybeans | +1.33% |
| Wheat | +4.92% |
| Cattle | +0.87% |
| Index | Change |
|---|---|
| Markit CDX EM | +0.23% |
| Markit CDX NA HY | +0.20% |
| Markit CDX NA IG | -0.16% |
| Markit iTraxx Asia ex-Japan IG | -2.37% |
| Markit iTraxx Australia | -1.91% |
| Markit iTraxx Europe | -1.10% |
| Markit iTraxx Europe Crossover | -7.98% |
| Markit iTraxx Japan | -0.66% |
| Markit iTraxx SovX Western Europe | +1.02% |
| Markit LCDX (Loan CDS) | +0.05% |
| Markit MCDX (Municipal CDS) | +1.79% |
| Decile | Mkt. Cap. | Adv/Decl |
|---|---|---|
| 1 (micro) | -1.85% | 69/63 |
| 2 | -0.11% | 62/70 |
| 3 | +0.28% | 68/64 |
| 4 | -0.64% | 66/65 |
| 5 | -0.72% | 68/64 |
| 6 | -0.69% | 67/65 |
| 7 | -1.03% | 55/76 |
| 8 | -0.74% | 67/65 |
| 9 | -2.18% | 64/68 |
| 10 (mega) | -2.59% | 64/68 |
| HCLTECH | +9.09% |
| CAIRN | +9.13% |
| UPL | +16.29% |
| CROMPGREAV | -16.12% |
| ADANIPORTS | -11.98% |
| HINDPETRO | -11.30% |
| INFRABEES | -0.17% |
| GOLDBEES | -1.12% |
| CPSEETF | -1.44% |
| NIFTYBEES | -1.66% |
| JUNIORBEES | -1.86% |
| BANKBEES | -5.38% |
| PSUBNKBEES | -9.61% |
| Sub Index | Change in YTM | Total Return(%) |
|---|---|---|
| GSEC TB | +0.02 | +0.15% |
| GSEC SUB 1-3 | +0.07 | +0.14% |
| GSEC SUB 3-8 | -0.11 | +0.36% |
| GSEC SUB 8 | -0.11 | +0.79% |
| Momentum 200 | +2.08% |
| IT 3rd Benchers | +0.02% |
| CNX 100 50-Day Tactical | -1.76% |
| Market Elephants | -1.90% |
| Efficient Growth | -1.98% |
| Financial Strength Value | -2.10% |
| Balance-sheet Strength | -2.29% |
| Enterprise Yield | -2.64% |
| Magic Formula Investing | -2.77% |
| Old Economy Value | -2.94% |
| Piotroski ROC Small Caps | -3.00% |
| Growth with Moat | -3.08% |
| Refract: PPFAS Long Term Value Fund | -3.17% |
| Quality to Price | -3.73% |
| The Other Value | -3.78% |
| Auto | -4.85% |
| Market Fliers | -5.96% |
| ADAG Mania | -8.11% |
Source: @awealthofcs
A lot of thick blue squares mean that positive correlations are high. Red squares mean negative correlations are high. Whites are the doldrums.
| MINTs | |
|---|---|
| JCI(IDN) | -0.65% |
| INMEX(MEX) | -4.70% |
| NGSEINDX(NGA) | -0.84% |
| XU030(TUR) | -2.36% |
| BRICS | |
|---|---|
| IBOV(BRA) | -3.57% |
| SHCOMP(CHN) | -4.22% |
| NIFTY(IND) | -0.30% |
| INDEXCF(RUS) | -1.44% |
| TOP40(ZAF) | +3.35% |
| Energy | |
|---|---|
| Brent Crude Oil | +8.76% |
| Natural Gas | -9.78% |
| RBOB Gasoline | +9.15% |
| Heating Oil | +2.68% |
| WTI Crude Oil | +4.59% |
| Ethanol | -4.48% |
| Metals | |
|---|---|
| Gold 100oz | -1.21% |
| Platinum | -2.23% |
| Copper | -0.39% |
| Palladium | -0.48% |
| Silver 5000oz | -6.52% |
| MINTs | |
|---|---|
| USDIDR(IDN) | +1.71% |
| USDMXN(MEX) | +2.26% |
| USDNGN(NGA) | -1.49% |
| USDTRY(TUR) | +4.01% |
| BRICS | |
|---|---|
| USDBRL(BRA) | +3.87% |
| USDCNY(CHN) | +0.35% |
| USDINR(IND) | +0.71% |
| USDRUB(RUS) | +8.50% |
| USDZAR(ZAF) | +2.12% |
| Agricultural | |
|---|---|
| Cattle | +2.97% |
| Soybean Meal | -0.93% |
| White Sugar | -2.52% |
| Cocoa | -1.70% |
| Corn | -4.21% |
| Feeder Cattle | -0.83% |
| Soybeans | -1.54% |
| Coffee (Arabica) | +0.56% |
| Coffee (Robusta) | +1.80% |
| Lumber | +4.47% |
| Wheat | -5.64% |
| Cotton | +3.58% |
| Lean Hogs | -2.73% |
| Orange Juice | -4.10% |
| Sugar #11 | -2.50% |
| Index | Change |
|---|---|
| Markit CDX EM | -0.47% |
| Markit CDX NA HY | -0.41% |
| Markit CDX NA IG | +0.80% |
| Markit iTraxx Asia ex-Japan IG | -2.99% |
| Markit iTraxx Australia | -1.67% |
| Markit iTraxx Europe | +0.81% |
| Markit iTraxx Europe Crossover | +3.18% |
| Markit iTraxx Japan | -2.11% |
| Markit iTraxx SovX Western Europe | +0.12% |
| Markit LCDX (Loan CDS) | +0.02% |
| Markit MCDX (Municipal CDS) | +0.38% |
| Decile | Mkt. Cap. | Adv/Decl |
|---|---|---|
| 1 (micro) | -8.74% | 67/70 |
| 2 | -7.77% | 65/73 |
| 3 | -4.87% | 55/82 |
| 4 | -4.92% | 64/74 |
| 5 | -2.13% | 68/69 |
| 6 | -3.39% | 68/70 |
| 7 | -0.75% | 65/73 |
| 8 | -0.09% | 64/73 |
| 9 | +0.30% | 66/72 |
| 10 (mega) | +2.15% | 69/69 |
| BPCL | +10.98% |
| ADANIENT | +11.25% |
| HINDPETRO | +13.91% |
| UNIONBANK | -16.81% |
| BANKBARODA | -13.42% |
| BANKINDIA | -9.53% |
| INFRABEES | +1.07% |
| JUNIORBEES | +1.04% |
| NIFTYBEES | +0.31% |
| GOLDBEES | +0.06% |
| CPSEETF | -0.08% |
| BANKBEES | -0.66% |
| PSUBNKBEES | -4.44% |
| Sub Index | Change in YTM | Total Return(%) |
|---|---|---|
| GSEC TB | +0.07 | +0.13% |
| GSEC SUB 1-3 | +0.14 | +0.06% |
| GSEC SUB 3-8 | +0.05 | +0.09% |
| GSEC SUB 8 | +0.00 | +0.21% |
| Enterprise Yield | +9.83% |
| Growth with Moat | +3.74% |
| Market Elephants | +2.95% |
| Efficient Growth | +1.89% |
| ADAG Mania | +1.68% |
| Financial Strength Value | +0.95% |
| IT 3rd Benchers | +0.77% |
| Old Economy Value | +0.73% |
| CNX 100 50-Day Tactical | +0.68% |
| Balance-sheet Strength | +0.04% |
| Magic Formula Investing | +0.03% |
| Market Fliers | -1.00% |
| Refract: PPFAS Long Term Value Fund | -1.05% |
| Auto | -2.03% |
| Quality to Price | -2.15% |
| Piotroski ROC Small Caps | -2.80% |
| The Other Value | -2.82% |
| Momentum 200 | -5.11% |
But given the volatility of his returns, there is no way investors would put up with this type of drawdowns in today’s investment world. Keynes would certainly be fired if he were managing money this way today.
Source: Would Keynes Have Been Fired as a Money Manager Today?
A lot of thick blue squares mean that positive correlations are high. Red squares mean negative correlations are high. Whites are the doldrums.