This module allows you to analyze existing cross correlation between Russia TR and DOW. You can compare the effects of market volatilities on Russia TR and DOW 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 Russia TR with a short position of DOW. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and DOW.
|Time Horizon||30 Days Login to change|
Russia TR vs. DOW
Assuming 30 trading days horizon, Russia TR is expected to under-perform the DOW. In addition to that, Russia TR is 1.96 times more volatile than DOW. It trades about -0.08 of its total potential returns per unit of risk. DOW is currently generating about -0.03 per unit of volatility. If you would invest 2,475,309 in DOW on May 25, 2018 and sell it today you would lose (17,220) from holding DOW or give up 0.7% of portfolio value over 30 days.