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US Market Closed: May 26, 10:28 AM 2012  
AXP COF DFS IX SLM EFX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for INMG and GLQ ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Integrated Management Informat  and   Clough Global Equity Fund
Check Correlation Matrix  
Daily Returns (%)
INMG  GLQ  
Timeline
Assuming 30 trading days horizon, Integrated Management Information Inc. is expected to generate 11.03 times more return on investment than Clough. However, Integrated is 11.03 times more volatile than Clough Global Equity Fund. It trades about 0.2 of its potential returns per unit of risk. Clough Global Equity Fund is currently generating about -0.53 per unit of risk. If you would invest 45.00 in Integrated Management Information Inc. on April 26, 2012 and sell it today you would earn a total of 15.00 from holding Integrated Management Information Inc. or generate 33.33% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding Integrated Management Informat and Clough Global Equity Fund in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.1
 Parameters
Time Period1 Month [change]
DirectionNegative INMG.OB Moved Down vs GLQ
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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 Share Correlation between INMG and GLQ 
Share Share Correlation between INMG and GLQ
    
    
 
       
Predicted Return Density
Expected Daily Returns   
INMG  GLQ  

Integrated Management Information Inc.

 
    
    
Integrated
Performance
8
Out Of
100
Over 30
Days
92% of all equities and portfolios perform better than Integrated Management Information Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Integrated Management Information Inc. are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.
    
    
Federal National Mortgage Association vs. Integrated Management Information Inc.
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Clough Global Equity Fund

 
    
    
Clough
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Clough Global Equity Fund has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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