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Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Asset Comparison and Correlation

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Investment horizon: 
  30 Days    Login   to change
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 iShares S&P Europe 350 Index  vs   ELEMENTS Rogers Intl Commodity
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Daily Returns (%)
IEV   RJI   
 
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Timeline
Considering 30-days investment horizon, iShares S P Europe 350 Index is expected to generate 0.89 times more return on investment than ELEMENTS. However, iShares S P Europe 350 Index is 1.12 times less risky than ELEMENTS. It trades about 0.24 of its potential returns per unit of risk. ELEMENTS Rogers Intl Commodity ETN is currently generating about -0.01 per unit of risk. If you would invest  4,087  in iShares S P Europe 350 Index on April 25, 2013 and sell it today you would earn a total of  130.00  from holding iShares S P Europe 350 Index or generate 3.18% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding iShares S&P Europe 350 Index and ELEMENTS Rogers Intl Commodity in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.67
Parameters
Time Period1 Month [change]
DirectionPositive RJI Moved Up vs IEV
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
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Returns   
IEV   RJI   

iShares S P Europe 350 Index

Alpha
 
Profile
    
iShares
Performance
13
Out Of
100
Over 30
Days
?
87% of all equities and portfolios perform better than iShares S P Europe 350 Index. Compared with the overall equity markets, risk-adjusted returns on investments in iShares S P Europe 350 Index are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.
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Match-ups for iShares

Vanguard MSCI Europe ETF vs. iShares S P Europe 350 Index
iShares MSCI Germany Index vs. iShares S P Europe 350 Index
iShares MSCI EMU Index vs. iShares S P Europe 350 Index
SPDR EURO STOXX 50 vs. iShares S P Europe 350 Index
iShares MSCI United Kingdom Index vs. iShares S P Europe 350 Index
Market Vectors Russia ETF vs. iShares S P Europe 350 Index
iShares MSCI Switzerland Capped Index vs. iShares S P Europe 350 Index
iShares MSCI Italy Capped Index vs. iShares S P Europe 350 Index
iShares MSCI France Index vs. iShares S P Europe 350 Index
  

ELEMENTS Rogers Intl Commodity ETN

Alpha
 
Profile
    
ELEMENTS
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days ELEMENTS Rogers Intl Commodity ETN has generated negative risk-adjusted returns adding no value to investors with long positions.
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Match-ups for ELEMENTS

PowerShares DB Commodity Index Tracking vs. ELEMENTS Rogers Intl Commodity ETN
iPath DJUBS Commodity Index TR ETN vs. ELEMENTS Rogers Intl Commodity ETN
iShares S P GSCI CommodityIndexed Trust vs. ELEMENTS Rogers Intl Commodity ETN
GreenHaven Continuous Commodity Index vs. ELEMENTS Rogers Intl Commodity ETN
GS Connect S P GSCI Enh Commodity TR ETN vs. ELEMENTS Rogers Intl Commodity ETN
UBS ETRACS CMCI TR ETN vs. ELEMENTS Rogers Intl Commodity ETN
iPath S P GSCI Total Return Index ETN vs. ELEMENTS Rogers Intl Commodity ETN
Stream S P Dynamic Roll Glbl Commodities vs. ELEMENTS Rogers Intl Commodity ETN
PowerShares DB Commodity Long ETN vs. ELEMENTS Rogers Intl Commodity ETN


 
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