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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Virtus Tactical Allocation A  vs   JHancock2 Lifestyle Growth R3
 Compare Fundamentals  
Daily Returns (%)
NAINX   JRLGX   
 
Assuming 30 trading days horizon, Virtus Tactical Allocation A is expected to generate 1.1 times more return on investment than JHancock2. However, Virtus is 1.1 times more volatile than JHancock2 Lifestyle Growth R3. It trades about 0.69 of its potential returns per unit of risk. JHancock2 Lifestyle Growth R3 is currently generating about 0.68 per unit of risk. If you would invest  969  in Virtus Tactical Allocation A on April 18, 2013 and sell it today you would earn a total of  46.00  from holding Virtus Tactical Allocation A or generate 4.75% return on investment over 30 days.

Diversification

Very poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Virtus Tactical Allocation A and JHancock2 Lifestyle Growth R3 in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.84
Parameters
Time Period1 Month [change]
DirectionPositive JRLGX Moved Up vs NAINX
StrengthStrong
Accuracy80.95%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
NAINX   JRLGX   

Virtus Tactical Allocation A

 
    
Virtus
Performance
36
Out Of
100
Over 30
Days
64% of all equities and portfolios perform better than Virtus Tactical Allocation A. Compared with the overall equity markets, risk-adjusted returns on investments in Virtus Tactical Allocation A are ranked lower than 36 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Virtus

American Funds Inc Fund of Amer F2 vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer R4 vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer R6 vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer R1 vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer R3 vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer 529A vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer 529B vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer C vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer 529F1 vs. Virtus Tactical Allocation A
American Funds Inc Fund of Amer B vs. Virtus Tactical Allocation A
  

JHancock2 Lifestyle Growth R3

 
    
JHancock2
Performance
36
Out Of
100
Over 30
Days
64% of all equities and portfolios perform better than JHancock2 Lifestyle Growth R3. Compared with the overall equity markets, risk-adjusted returns on investments in JHancock2 Lifestyle Growth R3 are ranked lower than 36 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for JHancock2

JHancock2 Lifestyle Growth C vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth A vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth R5 vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth R6 vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth 5 vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth R4 vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth 1 vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth R2 vs. JHancock2 Lifestyle Growth R3
JHancock2 Lifestyle Growth R1 vs. JHancock2 Lifestyle Growth R3


 
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