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S&P 500   1,667   17.00  Index Moved Up 1.03%
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United States  USA  |  Investing Opportunities


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Collecting data for ^GSPC and FADLX ...

Asset Comparison and Correlation

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Investment horizon: 
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 S&P 500  vs   Frost Low Duration Bond A
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Daily Returns (%)
GSPC   FADLX   
 
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Timeline
Assuming 30 trading days horizon, S&P 500 is expected to generate 11.0 times more return on investment than Frost. However, SP 500 is 11.0 times more volatile than Frost Low Duration Bond A. It trades about 0.6 of its potential returns per unit of risk. Frost Low Duration Bond A is currently generating about -0.2 per unit of risk. If you would invest  156,250  in S&P 500 on April 19, 2013 and sell it today you would earn a total of  10,497  from holding S&P 500 or generate 6.72% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and Frost Low Duration Bond A in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.26
Parameters
Time Period1 Month [change]
DirectionNegative ^GSPC Moved Down vs FADLX
StrengthInsignificant
Accuracy76.19%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
GSPC   FADLX   

S&P 500

 
Profile
    
SP 500
Performance
33
Out Of
100
Over 30
Days
?
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Frost Low Duration Bond A

Alpha
 
Profile
    
Frost
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Frost Low Duration Bond A has generated negative risk-adjusted returns adding no value to investors with long positions.
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Match ups for Frost

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