|Horizon||30 Days Login to change|
Madrid Gnrl vs. Russell 2000
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the Russell 2000. In addition to that, Madrid Gnrl is 1.06 times more volatile than Russell 2000 . It trades about -0.1 of its total potential returns per unit of risk. Russell 2000 is currently generating about -0.09 per unit of volatility. If you would invest 171,705 in Russell 2000 on August 26, 2018 and sell it today you would lose (1,873) from holding Russell 2000 or give up 1.09% of portfolio value over 30 days.
Pair Corralation between Madrid Gnrl and Russell 2000