{"id":2051811,"date":"2016-07-31T10:15:45","date_gmt":"2016-07-31T04:45:45","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2051811"},"modified":"2016-07-31T10:15:45","modified_gmt":"2016-07-31T04:45:45","slug":"monthly-recap-july","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2016\/07\/31\/monthly-recap-july\/","title":{"rendered":"Monthly Recap: Jumpin’ July"},"content":{"rendered":"

\"world.2016-06-30.2016-07-29\"<\/p>\n

Equities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n
Major<\/th>\n<\/tr>\n<\/thead>\n
DAX(DEU)<\/a><\/td>\n+6.79%<\/span><\/td>\n<\/tr>\n
CAC(FRA)<\/a><\/td>\n+4.77%<\/span><\/td>\n<\/tr>\n
UKX(GBR)<\/a><\/td>\n+3.38%<\/span><\/td>\n<\/tr>\n
NKY(JPN)<\/a><\/td>\n+6.38%<\/span><\/td>\n<\/tr>\n
SPX(USA)<\/a><\/td>\n+3.77%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
JCI(IDN)<\/a><\/td>\n+3.97%<\/span><\/td>\n<\/tr>\n
INMEX(MEX)<\/a><\/td>\n+2.86%<\/span><\/td>\n<\/tr>\n
NGSEINDX(NGA)<\/a><\/td>\n-5.36%<\/span><\/td>\n<\/tr>\n
XU030(TUR)<\/a><\/td>\n-2.19%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
IBOV(BRA)<\/a><\/td>\n+11.06%<\/span><\/td>\n<\/tr>\n
SHCOMP(CHN)<\/a><\/td>\n+1.70%<\/span><\/td>\n<\/tr>\n
NIFTY(IND)<\/a><\/td>\n+4.23%<\/span><\/td>\n<\/tr>\n
INDEXCF(RUS)<\/a><\/td>\n+2.83%<\/span><\/td>\n<\/tr>\n
TOP40(ZAF)<\/a><\/td>\n-0.13%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n
\n
\n
\n

Commodities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n
Energy<\/th>\n<\/tr>\n<\/thead>\n
RBOB Gasoline<\/td>\n-13.15%<\/span><\/td>\n<\/tr>\n
Brent Crude Oil<\/td>\n-12.87%<\/span><\/td>\n<\/tr>\n
Heating Oil<\/td>\n-12.58%<\/span><\/td>\n<\/tr>\n
WTI Crude Oil<\/td>\n-16.00%<\/span><\/td>\n<\/tr>\n
Ethanol<\/td>\n-12.08%<\/span><\/td>\n<\/tr>\n
Natural Gas<\/td>\n-2.46%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
Metals<\/th>\n<\/tr>\n<\/thead>\n
Platinum<\/td>\n+12.24%<\/span><\/td>\n<\/tr>\n
Palladium<\/td>\n+18.96%<\/span><\/td>\n<\/tr>\n
Copper<\/td>\n+1.83%<\/span><\/td>\n<\/tr>\n
Gold 100oz<\/td>\n+2.68%<\/span><\/td>\n<\/tr>\n
Silver 5000oz<\/td>\n+7.49%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n
\n

Currencies<\/h3>\n

USDEUR<\/a>:-0.97% <\/span>USDJPY<\/a>:-1.17% <\/span><\/p>\n

\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
USDIDR(IDN)<\/a><\/td>\n-0.74%<\/span><\/td>\n<\/tr>\n
USDMXN(MEX)<\/a><\/td>\n+2.62%<\/span><\/td>\n<\/tr>\n
USDNGN(NGA)<\/a><\/td>\n+14.05%<\/span><\/td>\n<\/tr>\n
USDTRY(TUR)<\/a><\/td>\n+3.74%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
USDBRL(BRA)<\/a><\/td>\n+1.33%<\/span><\/td>\n<\/tr>\n
USDCNY(CHN)<\/a><\/td>\n-0.20%<\/span><\/td>\n<\/tr>\n
USDINR(IND)<\/a><\/td>\n-0.78%<\/span><\/td>\n<\/tr>\n
USDRUB(RUS)<\/a><\/td>\n+3.20%<\/span><\/td>\n<\/tr>\n
USDZAR(ZAF)<\/a><\/td>\n-5.90%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Agricultural<\/th>\n<\/tr>\n<\/thead>\n
Cocoa<\/td>\n-3.70%<\/span><\/td>\n<\/tr>\n
Coffee (Arabica)<\/td>\n+1.36%<\/span><\/td>\n<\/tr>\n
Coffee (Robusta)<\/td>\n+9.31%<\/span><\/td>\n<\/tr>\n
Soybeans<\/td>\n-12.32%<\/span><\/td>\n<\/tr>\n
Cattle<\/td>\n-5.67%<\/span><\/td>\n<\/tr>\n
Lean Hogs<\/td>\n-16.43%<\/span><\/td>\n<\/tr>\n
Lumber<\/td>\n+4.36%<\/span><\/td>\n<\/tr>\n
Cotton<\/td>\n+17.31%<\/span><\/td>\n<\/tr>\n
Feeder Cattle<\/td>\n-2.56%<\/span><\/td>\n<\/tr>\n
Orange Juice<\/td>\n-1.21%<\/span><\/td>\n<\/tr>\n
Soybean Meal<\/td>\n-13.91%<\/span><\/td>\n<\/tr>\n
Corn<\/td>\n-7.81%<\/span><\/td>\n<\/tr>\n
Sugar #11<\/td>\n-6.04%<\/span><\/td>\n<\/tr>\n
Wheat<\/td>\n-5.16%<\/span><\/td>\n<\/tr>\n
White Sugar<\/td>\n-5.14%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

International ETFs (USD)<\/h3>\n

\"global.etf.performance.2016-06-30.2016-07-29\"<\/p>\n

Nifty Heatmap<\/h3>\n

\"NIFTY<\/p>\n

Index Returns<\/h3>\n

\"index.performance.2016-06-30.2016-07-29\"
\nMore: Sector Dashboard<\/a><\/i><\/small><\/p>\n

Market Cap Decile Performance<\/h3>\n

\"deciles.perf.2016-07-29\"
\nMore: Equal-Weight Deciles<\/a>, Cap-Weight Deciles<\/a><\/i><\/small><\/p>\n

ETF Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n
JUNIORBEES<\/a><\/td>\n+9.46%<\/span><\/td>\n<\/tr>\n
CPSEETF<\/a><\/td>\n+7.74%<\/span><\/td>\n<\/tr>\n
BANKBEES<\/a><\/td>\n+5.73%<\/span><\/td>\n<\/tr>\n
PSUBNKBEES<\/a><\/td>\n+4.86%<\/span><\/td>\n<\/tr>\n
NIFTYBEES<\/a><\/td>\n+4.54%<\/span><\/td>\n<\/tr>\n
INFRABEES<\/a><\/td>\n+4.39%<\/span><\/td>\n<\/tr>\n
GOLDBEES<\/a><\/td>\n+0.68%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nCPSE ETF found a bid? Is this a dash-for-trash rally?\n<\/div>\n<\/div>\n

Yield Curve<\/h3>\n

\"yieldCurve.2016-06-30.2016-07-29\"<\/p>\n

Bond Indices<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n
Sub Index<\/th>\nChange in YTM<\/th>\nTotal Return(%)<\/th>\n<\/tr>\n<\/thead>\n
0 5<\/td>\n-0.24<\/span><\/td>\n+1.35%<\/span><\/td>\n<\/tr>\n
5 10<\/td>\n-0.35<\/span><\/td>\n+2.45%<\/span><\/td>\n<\/tr>\n
10 15<\/td>\n-0.33<\/span><\/td>\n+3.04%<\/span><\/td>\n<\/tr>\n
15 20<\/td>\n-0.34<\/span><\/td>\n+3.71%<\/span><\/td>\n<\/tr>\n
20 30<\/td>\n-0.34<\/span><\/td>\n+4.59%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nThe biggest story of this year is long-term bonds returning 4.5% in a month!\n<\/div>\n<\/div>\n

Investment Theme Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Acceleration<\/a><\/td>\n+11.69%<\/span><\/td>\n<\/tr>\n
High Alpha<\/a><\/td>\n+8.09%<\/span><\/td>\n<\/tr>\n
High Beta<\/a><\/td>\n+7.82%<\/span><\/td>\n<\/tr>\n
Tactical CNX 100<\/a><\/td>\n+7.01%<\/span><\/td>\n<\/tr>\n
Quality to Price<\/a><\/td>\n+6.99%<\/span><\/td>\n<\/tr>\n
Momo (Relative) v1.1<\/a><\/td>\n+6.23%<\/span><\/td>\n<\/tr>\n
High Sharpe<\/a><\/td>\n+5.43%<\/span><\/td>\n<\/tr>\n
Momentum<\/a><\/td>\n+5.26%<\/span><\/td>\n<\/tr>\n
Enterprise Yield<\/a><\/td>\n+4.74%<\/span><\/td>\n<\/tr>\n
Velocity<\/a><\/td>\n+3.86%<\/span><\/td>\n<\/tr>\n
Magic Formula<\/a><\/td>\n+3.77%<\/span><\/td>\n<\/tr>\n
HighIR Momentum<\/a><\/td>\n+3.52%<\/span><\/td>\n<\/tr>\n
Low Beta<\/a><\/td>\n+3.32%<\/span><\/td>\n<\/tr>\n
Low Volatility<\/a><\/td>\n+3.27%<\/span><\/td>\n<\/tr>\n
Financial Strength Value<\/a><\/td>\n+2.65%<\/span><\/td>\n<\/tr>\n
Balance Sheet Strength<\/a><\/td>\n+0.91%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nWill automated (momo) momentum strategies outperform their hand-crafted cousins? Interesting days ahead…\n<\/div>\n<\/div>\n

Equity Mutual Funds<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n
Best<\/th>\n<\/tr>\n<\/thead>\n
JM Core 11 Fund – Growth option<\/a><\/td>\n+10.71%<\/span><\/td>\n<\/tr>\n
JM Multi Strategy Fund – Growth option<\/a><\/td>\n+10.44%<\/span><\/td>\n<\/tr>\n
IIFL India Growth Fund -Regular Plan – Growth<\/a><\/td>\n+9.95%<\/span><\/td>\n<\/tr>\n
JM Basic Fund – Growth Option<\/a><\/td>\n+9.61%<\/span><\/td>\n<\/tr>\n
IDBI Nifty Junior Index Fund Growth<\/a><\/td>\n+9.59%<\/span><\/td>\n<\/tr>\n
ICICI Prudential Nifty Next 50 Index Fund – Growth<\/a><\/td>\n+9.38%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Pure Value Fund – Growth Option<\/a><\/td>\n+8.61%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n
Worst<\/th>\n<\/tr>\n<\/thead>\n
HDFC ARBITRAGE FUND WHOLESALE PLAN GROWTH OPTION<\/a><\/td>\n+0.54%<\/span><\/td>\n<\/tr>\n
Reliance Arbitrage Advantage Fund – Growth Plan – Growth Option<\/a><\/td>\n+0.54%<\/span><\/td>\n<\/tr>\n
IDFC Arbitrage Fund-Regular Plan- Growth<\/a><\/td>\n+0.53%<\/span><\/td>\n<\/tr>\n
IDFC Arbitrage Fund – Plan B – Growth<\/a><\/td>\n+0.53%<\/span><\/td>\n<\/tr>\n
HDFC ARBITRAGE FUND RETAIL PLAN GROWTH OPTION<\/a><\/td>\n+0.53%<\/span><\/td>\n<\/tr>\n
JM ARBITRAGE ADVANTAGE FUND-Growth<\/a><\/td>\n+0.46%<\/span><\/td>\n<\/tr>\n
Escorts Opportunities Fund-Growth<\/a><\/td>\n-1.15%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Bond Mutual Funds<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n
Best<\/th>\n<\/tr>\n<\/thead>\n
Canara Robeco Gilt PGS – Regular Plan – Growth<\/a><\/td>\n+3.95%<\/span><\/td>\n<\/tr>\n
JM G-Sec Fund – Growth Option<\/a><\/td>\n+3.94%<\/span><\/td>\n<\/tr>\n
Invesco India GILT Fund – Long Duration Plan – Growth<\/a><\/td>\n+3.94%<\/span><\/td>\n<\/tr>\n
Franklin India Govt.Sec. Fund-Long Term Plan – Growth<\/a><\/td>\n+3.74%<\/span><\/td>\n<\/tr>\n
ICICI Prudential Long Term Gilt Fund – Growth<\/a><\/td>\n+3.73%<\/span><\/td>\n<\/tr>\n
Franklin India Govt.Sec. Fund-Composite Plan – Growth<\/a><\/td>\n+3.72%<\/span><\/td>\n<\/tr>\n
Franklin India Govt.Sec. Fund-PF Plan – Growth<\/a><\/td>\n+3.72%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n
Worst<\/th>\n<\/tr>\n<\/thead>\n
Kotak Coporate Bond Fund- Retail Plan-Growth Option<\/a><\/td>\n+1.25%<\/span><\/td>\n<\/tr>\n
Kotak Corporate Bond Fund- Standard Plan-Growth Option<\/a><\/td>\n+1.25%<\/span><\/td>\n<\/tr>\n
JM Income Fund – Growth Option<\/a><\/td>\n+1.06%<\/span><\/td>\n<\/tr>\n
Sundaram Banking & PSU Debt Fund – Regular Growth<\/a><\/td>\n+1.05%<\/span><\/td>\n<\/tr>\n
Invesco India Bank Debt Fund – Growth Option<\/a><\/td>\n+0.86%<\/span><\/td>\n<\/tr>\n
Taurus Dynamic Income Fund – Growth Option<\/a><\/td>\n+0.57%<\/span><\/td>\n<\/tr>\n
IIFL Dynamic Bond Fund – Regular Plan – Growth Option<\/a><\/td>\n+0.50%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Institutional Flows<\/h3>\n

Bond inflows nowhere close to what occurred in March…<\/p>\n

\"dii-investments.2014-01-01.2016-07-29\"<\/p>\n

\"fii-investments.2014-01-01.2016-07-29\"<\/p>\n

US Treasuries vs. Indian Gilts<\/h3>\n

More room for Indian Gilts to rally?
\n\"ust-ind-10yr-spread.2014-01-01\"<\/p>\n

Book of the month<\/h3>\n

Sapiens: A Brief History of Humankind (Amazon<\/a>)<\/p>\n

\"_20160731_090441\"<\/p>\n","protected":false},"excerpt":{"rendered":"

Equities Major DAX(DEU) +6.79% CAC(FRA) +4.77% UKX(GBR) +3.38% NKY(JPN) +6.38% SPX(USA) +3.77% MINTs JCI(IDN) +3.97% INMEX(MEX) +2.86% NGSEINDX(NGA) -5.36% XU030(TUR) -2.19% BRICS IBOV(BRA) +11.06% SHCOMP(CHN) +1.70% NIFTY(IND) +4.23% INDEXCF(RUS) +2.83% TOP40(ZAF) -0.13% Commodities Energy RBOB Gasoline -13.15% Brent Crude Oil -12.87% Heating Oil -12.58% WTI Crude Oil -16.00% Ethanol -12.08% Natural Gas -2.46% Metals Platinum … <\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[1881],"class_list":["post-2051811","post","type-post","status-publish","format-standard","hentry","category-your-money","tag-monthly","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2051811","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2051811"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2051811\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2051811"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2051811"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2051811"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}