Risk-Z

Takes the calculated value of the Risk Index, and compares it to the statistics of the last 5000 trading days, and finds the Z-score. We then plot the time series of the Z-score over the last 90 days and look for key turning points after the indicator reaches extreme conditions (i.e., greater than + or - 1 StdDevs from the 6 month mean).  This table summarizes the performance of he ^VIX over the last 20 years in the first 2 columns and the performance of the Risk Index in column 3 & 4.