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S&P 500   1,667   17.00  Index Moved Up 1.03%
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Collecting data for ^GSPC and MPA ...

Asset Comparison and Correlation

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 S&P 500  vs   BlackRock Muniyield Pennsylvan
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Daily Returns (%)
GSPC   MPA   
 
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Timeline
Assuming 30 trading days horizon, S&P 500 is expected to generate 1.06 times more return on investment than BlackRock. However, SP 500 is 1.06 times more volatile than BlackRock Muniyield Pennsylvania Insured Fund. It trades about 0.59 of its potential returns per unit of risk. BlackRock Muniyield Pennsylvania Insured Fund is currently generating about -0.19 per unit of risk. If you would invest  157,878  in S&P 500 on April 20, 2013 and sell it today you would earn a total of  8,869  from holding S&P 500 or generate 5.62% return on investment over 30 days.

Diversification

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and BlackRock Muniyield Pennsylvan in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.01
Parameters
Time Period1 Month [change]
DirectionPositive MPA Moved Up vs ^GSPC
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
GSPC   MPA   

S&P 500

 
Profile
    
SP 500
Performance
31
Out Of
100
Over 30
Days
?
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BlackRock Muniyield Pennsylvania Insured

Alpha
 
Profile
    
BlackRock
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days BlackRock Muniyield Pennsylvania Insured Fund has generated negative risk-adjusted returns adding no value to investors with long positions.
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