This module allows you to analyze existing cross correlation between DOW and ETFS Bloomberg All Commodity Strategy K-1 Free. 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|
Given the investment horizon of 30 days, DOW is expected to generate 1.3 times less return on investment than ETFS Bloomberg. But when comparing it to its historical volatility, DOW is 1.07 times less risky than ETFS Bloomberg. It trades about 0.55 of its potential returns per unit of risk. ETFS Bloomberg All Commodity Strategy K-1 Free is currently generating about 0.67 of returns per unit of risk over similar time horizon. If you would invest 2,345 in ETFS Bloomberg All Commodity Strategy K-1 Free on December 17, 2017 and sell it today you would earn a total of 125.48 from holding ETFS Bloomberg All Commodity Strategy K-1 Free or generate 5.35% return on investment over 30 days.