Asset Comparison and Correlation
|FTSE 100 vs Personal Assets Ord|
Assuming 30 trading days horizon, FTSE 100 is expected to under-perform the Personal. In addition to that, FTSE is 1.71 times more volatile than Personal Assets Ord. It trades about -0.25 of its total potential returns per unit of risk. Personal Assets Ord is currently generating about -0.24 per unit of volatility. If you would invest 3,585,000 in Personal Assets Ord on May 20, 2013 and sell it today you would lose (105,000) from holding Personal Assets Ord or give up 2.93% of portfolio value over 30 days.
Match-ups for FTSE
Over the last 30 days Personal Assets Ord has generated negative risk-adjusted returns adding no value to investors with long positions.
Match-ups for Personal