This module allows you to analyze existing cross correlation between DOW and All Ords. You can compare the effects of market volatilities on DOW 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 DOW with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and All Ords.
|Time Horizon||30 Days Login to change|
DOW vs. All Ords
Given the investment horizon of 30 days, DOW is expected to under-perform the All Ords. In addition to that, DOW is 2.25 times more volatile than All Ords. It trades about -0.09 of its total potential returns per unit of risk. All Ords is currently generating about -0.07 per unit of volatility. If you would invest 614,610 in All Ords on March 27, 2018 and sell it today you would lose (13,670) from holding All Ords or give up 2.22% of portfolio value over 30 days.