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GG ABX NEM AUY Consumption Services Cars Education 
Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Vanguard REIT Index I  vs   American Century Real Estate I
 Compare Fundamentals  
Daily Returns (%)
REAIX   VGSNX   
 
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Assuming 30 trading days horizon, Vanguard REIT Index I is expected to under-perform the American. In addition to that, Vanguard is 1.05 times more volatile than American Century Real Estate Instl. It trades about -0.45 of its total potential returns per unit of risk. American Century Real Estate Instl is currently generating about -0.39 per unit of volatility. If you would invest  2,695  in American Century Real Estate Instl on May 21, 2013 and sell it today you would lose (205.00) from holding American Century Real Estate Instl or give up 7.61% of portfolio value over 30 days.

Diversification

Very poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Vanguard REIT Index I and American Century Real Estate I in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.82
Parameters
Time Period1 Month [change]
DirectionPositive REAIX Moved Up vs VGSNX
StrengthStrong
Accuracy95.24%
ValuesDaily Returns
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Returns   
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Vanguard REIT Index I

 
    
Vanguard
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Vanguard REIT Index I has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Vanguard

Vanguard REIT Index Inv vs. Vanguard REIT Index I
  

American Century Real Estate Instl

 
    
American
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days American Century Real Estate Instl has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for American

Vanguard REIT Index I vs. American Century Real Estate Instl
Vanguard REIT Index Inv vs. American Century Real Estate Instl


 
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