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US Market Closed: May 26, 00:51 AM 2012  
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  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for DRE and KMM ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Duke Realty Corp.  and   DWS MultiMarket Income Trust
Check Correlation Matrix  
Daily Returns (%)
DRE  KMM  
Timeline
Considering 30-days investment horizon, Duke Realty Corporation is expected to under-perform the DWS MultiMar. In addition to that, Duke is 1.26 times more volatile than DWS MultiMarket Income Trust. It trades about -0.28 of its total potential returns per unit of risk. DWS MultiMarket Income Trust is currently generating about -0.12 per unit of volatility. If you would invest 1,078 in DWS MultiMarket Income Trust on April 25, 2012 and sell it today you would lose (33.00) from holding DWS MultiMarket Income Trust or give up 3.06% of portfolio value over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Duke Realty Corp. and DWS MultiMarket Income Trust in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.65
 Parameters
Time Period1 Month [change]
DirectionPositive KMM Moved Up vs DRE
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
DRE  KMM  

Duke Realty Corporation

 
    
    
Duke
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Duke Realty Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Boston Properties Inc. vs. Duke Realty Corporation
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Liberty Property Trust vs. Duke Realty Corporation
Kilroy Realty Corporation vs. Duke Realty Corporation
Highwoods Properties Inc. vs. Duke Realty Corporation
  

DWS MultiMarket Income Trust

 
    
    
DWS MultiMar
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days DWS MultiMarket Income Trust has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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