This module allows you to analyze existing cross correlation between NQFI and Russell 2000 . You can compare the effects of market volatilities on NQFI and Russell 2000 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 Russell 2000. See also your portfolio center. Please also check ongoing floating volatility patterns of NQFI and Russell 2000.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQFI is expected to generate 1.21 times more return on investment than Russell 2000. However, NQFI is 1.21 times more volatile than Russell 2000 . It trades about 0.12 of its potential returns per unit of risk. Russell 2000 is currently generating about -0.11 per unit of risk. If you would invest 162,041 in NQFI on January 19, 2018 and sell it today you would earn a total of 5,918 from holding NQFI or generate 3.65% return on investment over 30 days.