This module allows you to analyze existing cross correlation between IPC and Russia TR. You can compare the effects of market volatilities on IPC and Russia TR and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in IPC with a short position of Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and Russia TR.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to under-perform the Russia TR. But the index apears to be less risky and, when comparing its historical volatility, IPC is 1.99 times less risky than Russia TR. The index trades about -0.3 of its potential returns per unit of risk. The Russia TR is currently generating about 0.02 of returns per unit of risk over similar time horizon. If you would invest 117,992 in Russia TR on January 26, 2018 and sell it today you would earn a total of 655.92 from holding Russia TR or generate 0.56% return on investment over 30 days.