|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
Assuming 30 trading days horizon, Vanguard InflationProtect is expected to generate 1.22 times less return on investment than Fidelity Advisor. In addition to that, Vanguard InflationProtect is 1.04 times more volatile than Fidelity Advisor InflProt Bond B. It trades about 0.26 of its total potential returns per unit of risk. Fidelity Advisor InflProt Bond B is currently generating about 0.33 per unit of volatility. If you would invest 1,121 in Fidelity Advisor InflProt Bond B on January 15, 2016 and sell it today you would earn a total of 16.00 from holding Fidelity Advisor InflProt Bond B or generate 1.43% return on investment over 30 days.
Historical Performance Chart
Pair trading matchups for Vanguard InflationProtect
Pair trading matchups for Fidelity Advisor