Asset Comparison and Correlation

Assuming 30 trading days horizon, Goldman Sachs Absolute Return Tracker R is expected to generate 1.64 times more return on investment than Absolute. However, Goldman is 1.64 times more volatile than Absolute Strategies I. It trades about 0.61 of its potential returns per unit of risk. Absolute Strategies I is currently generating about -0.07 per unit of risk. If you would invest  891  in Goldman Sachs Absolute Return Tracker R on April 18, 2013 and sell it today you would earn a total of  25.00  from holding Goldman Sachs Absolute Return Tracker R or generate 2.81% return on investment over 30 days.