This module allows you to analyze existing cross correlation between DOW and ETFS Bloomberg All Commodity Strt K 1 Fr. 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 1.91 times more return on investment than ETFS Bloomberg. However, DOW is 1.91 times more volatile than ETFS Bloomberg All Commodity Strt K 1 Fr. It trades about 0.0 of its potential returns per unit of risk. ETFS Bloomberg All Commodity Strt K 1 Fr is currently generating about -0.16 per unit of risk. If you would invest 2,496,475 in DOW on February 17, 2018 and sell it today you would lose (1,824) from holding DOW or give up 0.07% of portfolio value over 30 days.