This module allows you to analyze existing cross correlation between All Ords and IPC. You can compare the effects of market volatilities on All Ords and IPC and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in All Ords with a short position of IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and IPC.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, All Ords is expected to generate 1.14 times more return on investment than IPC. However, All Ords is 1.14 times more volatile than IPC. It trades about -0.04 of its potential returns per unit of risk. IPC is currently generating about -0.3 per unit of risk. If you would invest 616,470 in All Ords on January 26, 2018 and sell it today you would lose (5,950) from holding All Ords or give up 0.97% of portfolio value over 30 days.