This module allows you to analyze existing cross correlation between NQFI and All Ords. You can compare the effects of market volatilities on NQFI and All Ords 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 NQFI with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of NQFI and All Ords.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQFI is expected to under-perform the All Ords. In addition to that, NQFI is 2.52 times more volatile than All Ords. It trades about -0.24 of its total potential returns per unit of risk. All Ords is currently generating about 0.2 per unit of volatility. If you would invest 596,390 in All Ords on October 24, 2017 and sell it today you would earn a total of 9,860 from holding All Ords or generate 1.65% return on investment over 30 days.