Considering 30-days investment horizon, SPDR SP 500 is expected to generate 0.96 times more return on investment than SP 500. However, SPDR SP 500 is 1.04 times less risky than SP 500. It trades about 0.12 of its potential returns per unit of risk. S&P 500 is currently generating about 0.09 per unit of risk. If you would invest 19,588 in SPDR SP 500 on June 23, 2014 and sell it today you would earn a total of 232.00 from holding SPDR SP 500 or generate 1.18% return on investment over 30 days.
Compared with the overall equity markets, risk-adjusted returns on investments in SPDR SP 500 are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.
Pair trading matchups for SPDR
Pair trading matchups for SP 500