|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 2.21 times more volatile than All Ords. It trades about -0.14 of its total potential returns per unit of risk. All Ords is currently generating about -0.02 per unit of volatility. If you would invest 594,800 in All Ords on October 14, 2018 and sell it today you would lose (3,340) from holding All Ords or give up 0.56% of portfolio value over 30 days.
Pair Corralation between XU100 and All Ords