|Horizon||30 Days Login to change|
Russell 2000 vs. All Ords
Given the investment horizon of 30 days, Russell 2000 is expected to generate 1.05 times more return on investment than All Ords. However, Russell 2000 is 1.05 times more volatile than All Ords. It trades about -0.06 of its potential returns per unit of risk. All Ords is currently generating about -0.11 per unit of risk. If you would invest 171,705 in Russell 2000 on August 25, 2018 and sell it today you would lose (1,260) from holding Russell 2000 or give up 0.73% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and All Ords