|Horizon||30 Days Login to change|
Russell 2000 vs. NQFI
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the NQFI. In addition to that, Russell 2000 is 1.06 times more volatile than NQFI. It trades about -0.41 of its total potential returns per unit of risk. NQFI is currently generating about -0.43 per unit of volatility. If you would invest 165,084 in NQFI on September 21, 2018 and sell it today you would lose (16,329) from holding NQFI or give up 9.89% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and NQFI