Six Month Risk Reward Profiles

How volatile is your market?

The Risk Reward profiles below are split into eight separate sectors each of which is compared against the S&P 500 Index. The graphic is a simple risk reward scatter chart with risk on the horizontal axis and reward on the vertical axis. Risk is defined as monthly return deviation or volatility … the further to the right the greater the risk. Reward is defined as Compounded Annual Growth Rate or CAGR … the higher the return the greater the reward. Note that the scales for both risk and reward vary for each sector.

 

SP: S&P 500 Index
AD: Australian Dollar
BP: British Pound
CD: Canadian Dollar
CU: Euro
DX: U.S. Dollar
JY: Japanese Yen

SP: S&P 500 Index
CL: Crude Oil
LGO: London Gas Oil
RB: RBOB Gasoline
NG: Natural Gas

SP: S&P 500 Index
TF: Russell 2000
FDX: German DAX
FCH: Paris CAC-40
HSI: Hang Seng

SP: S&P 500 Index
C: Corn
S: Soybeans
W: Wheat
KW: Kansas City Wheat

SP: S&P 500 Index
FV: Five Year Notes
TY: Ten Year Notes
EBL: Euro Bund
CGB: Canadian Govt Bonds
JGB: Japanese Govt Bond

SP: S&P 500 Index
LC: Live Cattle
LH: Lean Hogs

SP: S&P 500 Index
GC: Gold
HG: Copper
MCU: LME Copper
MHA: LME Aluminum
MPB: LME Lead
MZS: LME Zinc

SP: S&P 500 Index
CT: Cotton
SB: Sugar
LB: Lumber
KC: Coffee

Seasonal Projection

Measuring opportunity

If the market is tracking its seasonal tendencies ... it's time for a projection.
Seasonal Projection