|Horizon||30 Days Login to change|
Russell 2000 vs. Straits Tms
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the Straits Tms. In addition to that, Russell 2000 is 1.32 times more volatile than Straits Tms. It trades about -0.42 of its total potential returns per unit of risk. Straits Tms is currently generating about -0.19 per unit of volatility. If you would invest 318,043 in Straits Tms on September 20, 2018 and sell it today you would lose (11,792) from holding Straits Tms or give up 3.71% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and Straits Tms