|Horizon||30 Days Login to change|
SPTSX Comp vs. Russell 2000
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the Russell 2000. But the index apears to be less risky and, when comparing its historical volatility, SPTSX Comp is 1.79 times less risky than Russell 2000. The index trades about -0.08 of its potential returns per unit of risk. The Russell 2000 is currently generating about -0.05 of returns per unit of risk over similar time horizon. If you would invest 154,668 in Russell 2000 on October 14, 2018 and sell it today you would lose (2,789) from holding Russell 2000 or give up 1.8% of portfolio value over 30 days.
Pair Corralation between SPTSX Comp and Russell 2000