|Horizon||30 Days Login to change|
Russell 2000 vs. NZSE
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the NZSE. In addition to that, Russell 2000 is 1.15 times more volatile than NZSE. It trades about -0.26 of its total potential returns per unit of risk. NZSE is currently generating about -0.17 per unit of volatility. If you would invest 926,874 in NZSE on September 17, 2018 and sell it today you would lose (35,695) from holding NZSE or give up 3.85% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and NZSE