|Horizon||30 Days Login to change|
Russell 2000 vs. SPTSX Comp
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the SPTSX Comp. In addition to that, Russell 2000 is 1.57 times more volatile than SPTSX Comp. It trades about -0.45 of its total potential returns per unit of risk. SPTSX Comp is currently generating about -0.3 per unit of volatility. If you would invest 1,622,413 in SPTSX Comp on September 22, 2018 and sell it today you would lose (75,403) from holding SPTSX Comp or give up 4.65% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and SPTSX Comp