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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Collecting data for ^GSPC and ICMCX ...

Asset Comparison and Correlation

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 S&P 500  vs   Intrepid Disciplined Value Inv
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Daily Returns (%)
GSPC   ICMCX   
 
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Assuming 30 trading days horizon, S&P 500 is expected to under-perform the Intrepid. In addition to that, SP 500 is 1.89 times more volatile than Intrepid Disciplined Value Investor. It trades about -0.12 of its total potential returns per unit of risk. Intrepid Disciplined Value Investor is currently generating about -0.06 per unit of volatility. If you would invest  1,074  in Intrepid Disciplined Value Investor on May 21, 2013 and sell it today you would earn a total of  2.00  from holding Intrepid Disciplined Value Investor or generate 0.19% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and Intrepid Disciplined Value Inv in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.64
Parameters
Time Period1 Month [change]
DirectionPositive ICMCX Moved Up vs ^GSPC
StrengthSignificant
Accuracy80.95%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
GSPC   ICMCX   

S&P 500

 
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SP 500
Performance
0
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100
Over 30
Days
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Intrepid Disciplined Value Investor

Alpha
 
Profile
    
Intrepid
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Intrepid Disciplined Value Investor has generated negative risk-adjusted returns adding no value to investors with long positions.
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Match-ups for Intrepid

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