Asset Comparison and Correlation
|S&P 500 vs INTECH International S|
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.
Match ups for SP 500
77% of all equities and portfolios perform better than INTECH International S. Compared with the overall equity markets, risk-adjusted returns on investments in INTECH International S are ranked lower than 23 (%) of all global equities and portfolios over the last 30 days.
Match ups for INTECH