|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 and Fidelity 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 with a short position of Fidelity. Please also check ongoing floating volatility patterns of Vanguard and Fidelity.Vanguard InflationProtected Se vs Fidelity Advisor InflProt Bond
|Daily Returns (%)|
Assuming 30 trading days horizon, Vanguard InflationProtected Secs Adm is expected to generate 0.91 times more return on investment than Fidelity. However, Vanguard InflationProtected Secs Adm is 1.1 times less risky than Fidelity. It trades about -0.06 of its potential returns per unit of risk. Fidelity Advisor InflProt Bond B is currently generating about -0.09 per unit of risk. If you would invest 2,575 in Vanguard InflationProtected Secs Adm on August 5, 2015 and sell it today you would lose (10.00) from holding Vanguard InflationProtected Secs Adm or give up 0.39% of portfolio value over 30 days.
Historical Performance Chart
Predicted Return Density