|Horizon||30 Days Login to change|
Russell 2000 vs. NYSE
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the NYSE. In addition to that, Russell 2000 is 1.36 times more volatile than NYSE. It trades about -0.04 of its total potential returns per unit of risk. NYSE is currently generating about -0.02 per unit of volatility. If you would invest 1,243,942 in NYSE on October 14, 2018 and sell it today you would lose (9,591) from holding NYSE or give up 0.77% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and NYSE