This module allows you to analyze existing cross correlation between ATX and Russia TR. You can compare the effects of market volatilities on ATX and Russia TR 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 ATX with a short position of Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of ATX and Russia TR.
|Time Horizon||30 Days Login to change|
ATX vs. Russia TR
Given the investment horizon of 30 days, ATX is expected to under-perform the Russia TR. In addition to that, ATX is 2.98 times more volatile than Russia TR. It trades about -0.32 of its total potential returns per unit of risk. Russia TR is currently generating about -0.71 per unit of volatility. If you would invest 106,488 in Russia TR on May 22, 2018 and sell it today you would lose (395.01) from holding Russia TR or give up 0.37% of portfolio value over 30 days.