Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 1.13 times less return on investment than INTECH. But when comparing it to its historical volatility, S&P 500 is 1.5 times less risky than INTECH. It trades about 0.56 of its potential returns per unit of risk. INTECH International S is currently generating about 0.42 of returns per unit of risk over similar time horizon. If you would invest  837  in INTECH International S on April 22, 2013 and sell it today you would earn a total of  50.00  from holding INTECH International S or generate 5.97% return on investment over 30 days.