|Horizon||30 Days Login to change|
NYSE vs. All Ords
Given the investment horizon of 30 days, NYSE is expected to generate 1.2 times more return on investment than All Ords. However, NYSE is 1.2 times more volatile than All Ords. It trades about -0.25 of its potential returns per unit of risk. All Ords is currently generating about -0.37 per unit of risk. If you would invest 1,303,189 in NYSE on September 15, 2018 and sell it today you would lose (59,247) from holding NYSE or give up 4.55% of portfolio value over 30 days.
Pair Corralation between NYSE and All Ords