|Horizon||30 Days Login to change|
Russell 2000 vs. NQTH
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the NQTH. In addition to that, Russell 2000 is 1.22 times more volatile than NQTH. It trades about -0.42 of its total potential returns per unit of risk. NQTH is currently generating about -0.28 per unit of volatility. If you would invest 118,470 in NQTH on September 20, 2018 and sell it today you would lose (6,972) from holding NQTH or give up 5.89% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and NQTH