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Investment horizon:

30 Days Login to change

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Vanguard Small Cap ETF vs Canada Composite

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Daily Returns (%)

GSPTSE

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Allowing for 30-days total investment horizon, Vanguard Small Cap ETF is expected to generate 1.15 times more return on investment than Canada. However, Vanguard is 1.15 times more volatile than Canada Composite. It trades about 0.59 of its potential returns per unit of risk. Canada Composite is currently generating about 0.35 per unit of risk. If you would invest 8,814 in Vanguard Small Cap ETF on April 18, 2013 and sell it today you would earn a total of 815 from holding Vanguard Small Cap ETF or generate 9.25% return on investment over 30 days.

Diversification

Poor diversification

Overlapping area represents amount of risk that can be diversified away by holding Vanguard Small Cap ETF and Canada Composite in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.61

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Significant
Accuracy	100.0%
Values	Daily Returns

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Predicted Return Density

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Returns

GSPTSE

Vanguard Small Cap ETF

Alpha

Profile

Vanguard

Performance

32	Out Of 100

Over 30

Days

68% of all equities and portfolios perform better than Vanguard Small Cap ETF. Compared with the overall equity markets, risk-adjusted returns on investments in Vanguard Small Cap ETF are ranked lower than 32 (%) of all global equities and portfolios over the last 30 days.

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