This module allows you to analyze existing cross correlation between All Ords and Russell 2000 . You can compare the effects of market volatilities on All Ords and Russell 2000 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 Russell 2000. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and Russell 2000.
|Time Horizon||30 Days Login to change|
All Ords vs. Russell 2000
Assuming 30 trading days horizon, All Ords is expected to generate 1.38 times less return on investment than Russell 2000. In addition to that, All Ords is 1.14 times more volatile than Russell 2000 . It trades about 0.18 of its total potential returns per unit of risk. Russell 2000 is currently generating about 0.28 per unit of volatility. If you would invest 162,524 in Russell 2000 on May 22, 2018 and sell it today you would earn a total of 6,773 from holding Russell 2000 or generate 4.17% return on investment over 30 days.