This module allows you to analyze existing cross correlation between DOW and ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr. You can compare the effects of market volatilities on DOW and ETFS Bloomberg 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 DOW with a short position of ETFS Bloomberg. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and ETFS Bloomberg.
|Time Horizon||30 Days Login to change|
DOW vs. ETFS Bloomberg All CmdtyLngrDt
Given the investment horizon of 30 days, DOW is expected to under-perform the ETFS Bloomberg. In addition to that, DOW is 2.1 times more volatile than ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr. It trades about -0.03 of its total potential returns per unit of risk. ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr is currently generating about 0.06 per unit of volatility. If you would invest 2,639 in ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr on March 24, 2018 and sell it today you would earn a total of 36.02 from holding ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr or generate 1.36% return on investment over 30 days.