This module allows you to analyze existing cross correlation between Russell 2000 and Russia TR. You can compare the effects of market volatilities on Russell 2000 and Russia TR 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of Russell 2000 and Russia TR.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Russell 2000 is expected to generate 5.28 times less return on investment than Russia TR. But when comparing it to its historical volatility, Russell 2000 is 1.23 times less risky than Russia TR. It trades about 0.19 of its potential returns per unit of risk. Russia TR is currently generating about 0.83 of returns per unit of risk over similar time horizon. If you would invest 101,411 in Russia TR on December 20, 2017 and sell it today you would earn a total of 15,842 from holding Russia TR or generate 15.62% return on investment over 30 days.