TDA
The following table shows return correlations between your positions over the past three months.
| ADC | ACPW | BMA | EROC | EUO | GUR | HCBK | IDT | MCGC | MNKD | OCLR | SLT | TEO | TRMD | Return1 | StdDev2 | ||
| Agree Realty Corp | ADC | 16.7% | 1.5% | ||||||||||||||
| Active Power, Inc | ACPW | 0.11 | -11.9% | 2.5% | |||||||||||||
| Banco Macro S.A. | BMA | 0.19 | 0.14 | -0.9% | 2.3% | ||||||||||||
| Eagle Rock Energy | EROC | 0.03 | -0.07 | 0.10 | -4.5% | 1.8% | |||||||||||
| ProShares UltraSh | EUO | -0.18 | -0.32 | -0.26 | -0.28 | 3.2% | 1.0% | ||||||||||
| SPDR S&P Emerging | GUR | 0.48 | 0.19 | 0.38 | 0.06 | -0.42 | -0.6% | 1.1% | |||||||||
| Hudson City Banco | HCBK | 0.39 | 0.15 | 0.31 | 0.08 | -0.29 | 0.56 | -2.2% | 1.2% | ||||||||
| IDT Corporation N | IDT | 0.27 | 0.02 | 0.24 | 0.07 | -0.20 | 0.27 | 0.18 | 69.0% | 2.5% | |||||||
| MCG Capital Corpo | MCGC | 0.36 | 0.28 | 0.31 | -0.04 | -0.08 | 0.47 | 0.35 | 0.17 | 11.9% | 1.9% | ||||||
| MannKind Corporat | MNKD | -0.09 | 0.13 | -0.05 | -0.03 | 0.04 | 0.06 | 0.24 | -0.05 | -0.01 | 169.7% | 4.0% | |||||
| Oclaro, Inc. | OCLR | 0.16 | 0.03 | 0.23 | -0.09 | -0.10 | 0.10 | 0.06 | 0.05 | 0.26 | 0.02 | -18.7% | 4.4% | ||||
| Sterlite Industri | SLT | 0.34 | 0.24 | 0.21 | -0.01 | -0.29 | 0.51 | 0.28 | 0.12 | 0.35 | 0.06 | 0.21 | -5.6% | 2.6% | |||
| Telecom Argentina | TEO | 0.16 | 0.16 | 0.58 | 0.12 | -0.25 | 0.21 | 0.16 | 0.13 | 0.15 | 0.12 | -0.07 | 0.10 | 10.3% | 3.1% | ||
| TORM A/S | TRMD | -0.02 | 0.12 | -0.03 | 0.05 | -0.10 | -0.02 | 0.20 | -0.03 | -0.16 | -0.09 | -0.54 | -0.06 | 0.01 | 38.7% | 11.2% | |
| YPF Sociedad Anon | YPF | 0.13 | -0.05 | 0.46 | -0.02 | -0.25 | 0.26 | 0.11 | 0.16 | -0.08 | 0.03 | 0.04 | 0.23 | 0.63 | -0.17 | -6.5% | 3.5% |
| Select Period: | 1 Mo | | 3 Mo | | 6 Mo | | 1 Yr | | 2 Yr | |
| Intra-portfolio diversification | = 0.1 |
| Portfolio return | = 17.9% |
| Start Date | = 2013-02-22 |
| End Date | = 2013-05-23 |
Each cell represents the correlation between the two corresponding assets.
| Cell Color | Description | Diversification Benefit |
| -0.65 | Asset pair with negative correlation | Excellent Diversification |
| -0.15 | Asset pair with slight negative correlation | Good Diversification |
| 0.2 | Asset pair with mild positive correlation | Moderate Diversification |
| 0.8 | Asset pair with strong positive correlation | Poor Diversification |
Notes
1 Returns for periods greater than a year are annualized.
2 Standard deviations are for daily returns.
