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Collecting data for VGSLX and KSRBX ...

Asset Comparison and Correlation

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Investment horizon: 
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 Vanguard REIT Index Adm  vs   Forward Real Estate Long/Short
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Daily Returns (%)
VGSLX   KSRBX   
 
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Timeline
Assuming 30 trading days horizon, Vanguard REIT Index Adm is expected to generate 1.17 times more return on investment than Forward. However, Vanguard is 1.17 times more volatile than Forward Real Estate Long-Short B. It trades about 0.47 of its potential returns per unit of risk. Forward Real Estate Long-Short B is currently generating about 0.34 per unit of risk. If you would invest  10,503  in Vanguard REIT Index Adm on April 20, 2013 and sell it today you would earn a total of  487.00  from holding Vanguard REIT Index Adm or generate 4.64% return on investment over 30 days.

Diversification

Very poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Vanguard REIT Index Adm and Forward Real Estate Long/Short in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.84
Parameters
Time Period1 Month [change]
DirectionPositive KSRBX Moved Up vs VGSLX
StrengthStrong
Accuracy75.0%
ValuesDaily Returns
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Returns   
VGSLX   KSRBX   

Vanguard REIT Index Adm

Alpha
 
Profile
    
Vanguard
Performance
24
Out Of
100
Over 30
Days
?
76% of all equities and portfolios perform better than Vanguard REIT Index Adm. Compared with the overall equity markets, risk-adjusted returns on investments in Vanguard REIT Index Adm are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.
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Match ups for Vanguard

Vanguard REIT Index I vs. Vanguard REIT Index Adm
Vanguard REIT Index Signal vs. Vanguard REIT Index Adm
Vanguard REIT Index Inv vs. Vanguard REIT Index Adm
Cohen Steers Realty Shares vs. Vanguard REIT Index Adm
Nuveen Real Estate Secs I vs. Vanguard REIT Index Adm
Nuveen Real Estate Secs B vs. Vanguard REIT Index Adm
Nuveen Real Estate Secs R3 vs. Vanguard REIT Index Adm
Nuveen Real Estate Secs C vs. Vanguard REIT Index Adm
Nuveen Real Estate Securities A vs. Vanguard REIT Index Adm
  

Forward Real Estate Long-Short B

Alpha
 
Profile
    
Forward
Performance
18
Out Of
100
Over 30
Days
?
82% of all equities and portfolios perform better than Forward Real Estate Long-Short B. Compared with the overall equity markets, risk-adjusted returns on investments in Forward Real Estate Long-Short B are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.
Check Performance
Backtest
Predict Price
    

Match ups for Forward

Vanguard REIT Index I vs. Forward Real Estate Long-Short B
Vanguard REIT Index Signal vs. Forward Real Estate Long-Short B
Vanguard REIT Index Inv vs. Forward Real Estate Long-Short B
Vanguard REIT Index Adm vs. Forward Real Estate Long-Short B
Cohen Steers Realty Shares vs. Forward Real Estate Long-Short B
Nuveen Real Estate Secs I vs. Forward Real Estate Long-Short B
Nuveen Real Estate Secs B vs. Forward Real Estate Long-Short B
Nuveen Real Estate Secs R3 vs. Forward Real Estate Long-Short B
Nuveen Real Estate Secs C vs. Forward Real Estate Long-Short B
Nuveen Real Estate Securities A vs. Forward Real Estate Long-Short B


 
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