Assuming 30 trading days horizon, Cimmco Ltd is expected to under-perform the Lehman. In addition to that, Cimmco is 20.32 times more volatile than Lehman ABS 6.30 GS Cap I 6.30%. It trades about -0.06 of its total potential returns per unit of risk. Lehman ABS 6.30 GS Cap I 6.30% is currently generating about -0.19 per unit of volatility. If you would invest 2,412 in Lehman ABS 6.30 GS Cap I 6.30% on April 25, 2012 and sell it today you would lose (37.00) from holding Lehman ABS 6.30 GS Cap I 6.30% or give up 1.53% of portfolio value over 30 days.
Diversification
Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Cimmco Ltd and Lehman ABS 6.30 GS Cap I 6.30% in the same portfolio (assuming nothing else is changed)
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