This module allows you to analyze existing cross correlation between DONGBEI and Vanguard Short Term Inflation P. You can compare the effects of market volatilities on DONGBEI and Vanguard Short and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in DONGBEI with a short position of Vanguard Short. See also your portfolio center. Please also check ongoing floating volatility patterns of DONGBEI and Vanguard Short.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, DONGBEI is expected to under-perform the Vanguard Short. In addition to that, DONGBEI is 11.63 times more volatile than Vanguard Short Term Inflation P. It trades about -0.19 of its total potential returns per unit of risk. Vanguard Short Term Inflation P is currently generating about -0.09 per unit of volatility. If you would invest 4,955 in Vanguard Short Term Inflation P on September 17, 2017 and sell it today you would lose (7) from holding Vanguard Short Term Inflation P or give up 0.14% of portfolio value over 30 days.