Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 1.27 times less return on investment than Delaware. But when comparing it to its historical volatility, S&P 500 is 1.19 times less risky than Delaware. It trades about 0.39 of its potential returns per unit of risk. Delaware Pooled LargeCap Growth Equity is currently generating about 0.41 of returns per unit of risk over similar time horizon. If you would invest  1,270  in Delaware Pooled LargeCap Growth Equity on April 23, 2013 and sell it today you would earn a total of  70.00  from holding Delaware Pooled LargeCap Growth Equity or generate 5.51% return on investment over 30 days.