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Collecting data for VTWV and ^AORD ...

Asset Comparison and Correlation

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Investment horizon: 
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 Vanguard Russell 2000 Value In  vs   All Ords
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Daily Returns (%)
AORD   VTWV   
 
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Timeline
Given investment horizon of 30 days, Vanguard Russell 2000 Value Index ETF is expected to generate 1.52 times more return on investment than All Ords. However, Vanguard is 1.52 times more volatile than All Ords. It trades about 0.43 of its potential returns per unit of risk. All Ords is currently generating about 0.37 per unit of risk. If you would invest  7,091  in Vanguard Russell 2000 Value Index ETF on April 21, 2013 and sell it today you would earn a total of  505  from holding Vanguard Russell 2000 Value Index ETF or generate 7.12% return on investment over 30 days.

Diversification

Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Vanguard Russell 2000 Value In and All Ords in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.3
Parameters
Time Period1 Month [change]
DirectionPositive ^AORD Moved Up vs VTWV
StrengthVery Weak
Accuracy95.24%
ValuesDaily Returns
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Returns   
AORD   VTWV   

Vanguard Russell 2000 Value Index ETF

Alpha
 
Profile
    
Vanguard
Performance
22
Out Of
100
Over 30
Days
?
78% of all equities and portfolios perform better than Vanguard Russell 2000 Value Index ETF. Compared with the overall equity markets, risk-adjusted returns on investments in Vanguard Russell 2000 Value Index ETF are ranked lower than 22 (%) of all global equities and portfolios over the last 30 days.
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Match ups for Vanguard

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All Ords

 
Profile
    
All Ords
Performance
19
Out Of
100
Over 30
Days
?
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