Asset Comparison and Correlation
|S&P 500 vs Frost Low Duration Bond A|
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.
Match ups for SP 500
Over the last 30 days Frost Low Duration Bond A has generated negative risk-adjusted returns adding no value to investors with long positions.
Match ups for Frost