|Horizon||30 Days Login to change|
NYSE vs. Russell 2000
Given the investment horizon of 30 days, NYSE is expected to generate 0.82 times more return on investment than Russell 2000. However, NYSE is 1.22 times less risky than Russell 2000. It trades about -0.3 of its potential returns per unit of risk. Russell 2000 is currently generating about -0.45 per unit of risk. If you would invest 1,316,205 in NYSE on September 22, 2018 and sell it today you would lose (78,729) from holding NYSE or give up 5.98% of portfolio value over 30 days.
Pair Corralation between NYSE and Russell 2000