LI Strategies
symbol | close | year to date % | 1 Year % | 3 month % | 1 month % | 1 day % | 60 day volatility | 60 day correlation | 3 month Sharpe | 12 month Sharpe | 36 month Sharpe | 3/30/2019 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BRS | 309.53 | 3.55 | 1.07 | 3.91 | 1.11 | 0.52 | 5.92 | 0.19 | 4.64 | 0.29 | 1.28 | 03/30/2019 |
BUGLEV | 309.80 | 1.61 | -0.86 | 1.80 | 1.44 | -0.03 | 4.27 | -0.49 | 2.99 | -0.23 | 0.78 | 03/30/2019 |
BUGST | 241.15 | 3.97 | -1.11 | 4.42 | 1.88 | 0.11 | 8.03 | -0.13 | 5.38 | -0.25 | 1.15 | 03/30/2019 |
GOLD-USD | 315.23 | -0.67 | 4.37 | -0.22 | -0.18 | 0.31 | 6.70 | 0.14 | -0.19 | 0.97 | 0.60 | 03/30/2019 |
GMRS | 4,335.21 | 1.51 | -3.43 | 2.52 | -1.07 | 0.31 | 8.40 | 0.34 | 2.10 | -0.62 | 0.56 | 03/30/2019 |
GSRLV | 547.44 | 0.62 | -2.63 | 1.85 | -0.22 | 0.22 | 9.19 | 0.22 | 1.49 | -0.45 | 0.49 | 03/30/2019 |
MYRS | 905.17 | 2.84 | 3.03 | 4.41 | -2.26 | 1.95 | 17.03 | 0.18 | 1.80 | 0.24 | 0.80 | 03/30/2019 |
NASDAQ 100 | 1,861.93 | 4.11 | 13.09 | 4.76 | -4.14 | 0.50 | 10.62 | 0.46 | 3.11 | 1.31 | 1.95 | 03/30/2019 |
UIS | 561.85 | 0.99 | -3.41 | 2.00 | -0.58 | 0.26 | 8.55 | 0.40 | 1.61 | -0.53 | 1.00 | 03/30/2019 |
UIS-SPXL-TMF | 1,725.53 | 21.39 | 18.24 | 25.63 | 13.36 | 0.40 | 16.27 | 0.15 | 17.23 | 1.33 | 1.66 | 03/30/2019 |
USSECT | 733.79 | 4.65 | -4.50 | 5.45 | 0.24 | 0.76 | 8.97 | 0.66 | 4.55 | -0.63 | 1.43 | 03/30/2019 |
WORLD-TOP4 | 308.20 | 1.69 | -3.85 | 2.58 | -0.45 | 0.24 | 6.84 | 0.24 | 2.32 | -0.76 | 0.51 | 03/30/2019 |
AGG | 109.07 | 2.94 | 4.87 | 3.58 | 2.12 | -0.01 | 2.66 | -0.41 | 8.26 | 2.80 | 1.08 | 03/30/2019 |
SPY | 282.48 | 13.52 | 10.84 | 14.37 | 1.81 | 0.63 | 18.15 | 1.00 | 8.88 | 1.04 | 1.61 | 03/30/2019 |
TLT | 126.44 | 4.52 | 7.10 | 5.80 | 5.57 | -0.09 | 9.17 | -0.53 | 4.27 | 1.16 | 0.19 | 03/30/2019 |