|Horizon||30 Days Login to change|
All Ords vs. Russell 2000
Assuming 30 trading days horizon, All Ords is expected to under-perform the Russell 2000. But the index apears to be less risky and, when comparing its historical volatility, All Ords is 1.13 times less risky than Russell 2000. The index trades about -0.09 of its potential returns per unit of risk. The Russell 2000 is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest 169,869 in Russell 2000 on August 22, 2018 and sell it today you would earn a total of 1,309 from holding Russell 2000 or generate 0.77% return on investment over 30 days.
Pair Corralation between All Ords and Russell 2000