This module allows you to analyze existing cross correlation between DOW and iShares Short Maturity Bond. You can compare the effects of market volatilities on DOW and iShares Short 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 iShares Short. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and iShares Short.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to generate 21.14 times more return on investment than iShares Short. However, DOW is 21.14 times more volatile than iShares Short Maturity Bond. It trades about 0.63 of its potential returns per unit of risk. iShares Short Maturity Bond is currently generating about 0.51 per unit of risk. If you would invest 2,474,621 in DOW on December 23, 2017 and sell it today you would earn a total of 132,551 from holding DOW or generate 5.36% return on investment over 30 days.