This module allows you to analyze existing cross correlation between Russell 2000 and NQFI. You can compare the effects of market volatilities on Russell 2000 and NQFI 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 Russell 2000 with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of Russell 2000 and NQFI.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Russell 2000 is expected to generate 1.15 times more return on investment than NQFI. However, Russell 2000 is 1.15 times more volatile than NQFI. It trades about 0.14 of its potential returns per unit of risk. NQFI is currently generating about -0.11 per unit of risk. If you would invest 152,999 in Russell 2000 on February 18, 2018 and sell it today you would earn a total of 4,057 from holding Russell 2000 or generate 2.65% return on investment over 30 days.