|Horizon||30 Days Login to change|
Russell 2000 vs. Nasdaq
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the Nasdaq. But the index apears to be less risky and, when comparing its historical volatility, Russell 2000 is 1.45 times less risky than Nasdaq. The index trades about -0.09 of its potential returns per unit of risk. The Nasdaq is currently generating about 0.08 of returns per unit of risk over similar time horizon. If you would invest 787,846 in Nasdaq on August 26, 2018 and sell it today you would earn a total of 11,479 from holding Nasdaq or generate 1.46% return on investment over 30 days.
Pair Corralation between Russell 2000 and Nasdaq