This module allows you to analyze existing cross correlation between DOW and Short Duration TR Tactical ETF SPDR. You can compare the effects of market volatilities on DOW and Short Duration 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 Short Duration. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and Short Duration.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to generate 6.41 times more return on investment than Short Duration. However, DOW is 6.41 times more volatile than Short Duration TR Tactical ETF SPDR. It trades about 0.63 of its potential returns per unit of risk. Short Duration TR Tactical ETF SPDR is currently generating about -0.03 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.