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|
Assuming 30 trading days horizon, All Ords is expected to generate 0.72 times more return on investment than Russell 2000. However, All Ords is 1.39 times less risky than Russell 2000. It trades about -0.08 of its potential returns per unit of risk. Russell 2000 is currently generating about -0.17 per unit of risk. If you would invest 615,070 in All Ords on January 23, 2018 and sell it today you would lose (10,340) from holding All Ords or give up 1.68% of portfolio value over 30 days.