This module allows you to analyze existing cross correlation between XU100 and All Ords. You can compare the effects of market volatilities on XU100 and All Ords 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 XU100 with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and All Ords.
|Time Horizon||30 Days Login to change|
XU100 vs. All Ords
Assuming 30 trading days horizon, XU100 is expected to under-perform the All Ords. In addition to that, XU100 is 3.69 times more volatile than All Ords. It trades about -0.2 of its total potential returns per unit of risk. All Ords is currently generating about 0.37 per unit of volatility. If you would invest 595,240 in All Ords on April 21, 2018 and sell it today you would earn a total of 23,780 from holding All Ords or generate 4.0% return on investment over 30 days.