|Investment Horizon||30 Days Login to change|
This module allows you to analyze existing cross correlation between Vanguard InflationProtected Secs Adm and Fidelity Advisor InflProt Bond B. You can compare the effects of market volatilities on Vanguard InflationProtect and Fidelity Advisor and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Vanguard InflationProtect with a short position of Fidelity Advisor. Please also check ongoing floating volatility patterns of Vanguard InflationProtect and Fidelity Advisor.Vanguard InflationProtected Se vs Fidelity Advisor InflProt Bond
|Daily Returns (%)|
Assuming 30 trading days horizon, Vanguard InflationProtected Secs Adm is expected to generate 1.05 times more return on investment than Fidelity Advisor. However, Vanguard InflationProtect is 1.05 times more volatile than Fidelity Advisor InflProt Bond B. It trades about -0.03 of its potential returns per unit of risk. Fidelity Advisor InflProt Bond B is currently generating about -0.05 per unit of risk. If you would invest 2,569 in Vanguard InflationProtected Secs Adm on October 28, 2015 and sell it today you would lose (3.00) from holding Vanguard InflationProtected Secs Adm or give up 0.12% of portfolio value over 30 days.
Historical Performance Chart
Predicted Return Density
Pair trading matchups for Fidelity Advisor