Given investment horizon of 30 days, NYSE is expected to under-perform the Schiff. But the index apears to be less risky and, when comparing its historical volatility, NYSE is 4.3 times less risky than Schiff. The index trades about -0.32 of its potential returns per unit of risk. The Schiff Nutrition International Inc. is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest 1,603 in Schiff Nutrition International Inc. on April 24, 2012 and sell it today you would lose (27.00) from holding Schiff Nutrition International Inc. or give up 1.68% of portfolio value over 30 days.
Diversification
Average diversification
Overlapping area represents amount of risk that can be diversified away by holding NYSE and Schiff Nutrition International in the same portfolio (assuming nothing else is changed)
96% of all equities and portfolios perform better than Schiff Nutrition International Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Schiff Nutrition International Inc. are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.
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