DashBoard
Cross-Asset Analysis
as of 11/15/2024
Total Returns in USD
| 1W | 2W | 1M | 3M | 6M | 1Y | |
|---|---|---|---|---|---|---|
| SP500 | -2.1 | 2.6 | 0.6 | 5.0 | 11.3 | 31.7 |
| NASDAQ | -3.4 | 1.9 | 1.1 | 3.3 | 10.2 | 29.5 |
| DOW J. | -1.2 | 3.4 | 0.6 | 6.6 | 9.4 | 26.4 |
| EURO50 | -2.4 | -4.5 | -5.6 | -6.6 | -7.9 | 9.2 |
| MSCI UK | -2.4 | -3.5 | -6.5 | -6.2 | -4.3 | 12.0 |
| MSCI JAPAN | -2.8 | -0.7 | -3.2 | -4.1 | -1.1 | 10.6 |
| MSCI CHINA | -4.2 | -4.2 | -2.0 | 10.4 | 0.3 | 12.7 |
| MSCI INDIA | -2.5 | -3.4 | -5.9 | -6.1 | 0.1 | 17.7 |
| MSCI BRAZIL | -1.5 | 1.1 | -3.8 | -11.7 | -11.2 | -12.8 |
| BCOM | -2.4 | -2.0 | -2.4 | 0.8 | -8.5 | -1.6 |
| OIL | -4.6 | -3.1 | -4.0 | -6.2 | -9.4 | -1.4 |
| B.METALS | -2.2 | -2.5 | -2.0 | 3.1 | -6.6 | 14.8 |
| GOLD | -4.6 | -6.3 | -4.8 | 2.1 | 5.8 | 28.8 |
| UST Short | 0.1 | 0.2 | 0.2 | 1.1 | 2.8 | 6.0 |
| UST Long | -0.9 | -0.4 | -2.3 | -3.1 | 2.0 | 4.4 |
| US Infla | -1.0 | -0.3 | -1.5 | -0.7 | 2.3 | 5.4 |
| L.Loans | 0.1 | 0.8 | 0.8 | 3.0 | 4.4 | 9.6 |
| Float Corp | 0.0 | 0.2 | 0.5 | 1.5 | 2.9 | 6.6 |
| IG Corpo | -1.4 | 0.2 | -2.0 | -1.8 | 3.2 | 8.4 |
| HY Corpo | -0.7 | 0.7 | 0.1 | 1.7 | 5.4 | 12.5 |
Realized Volatility (%)
| 1M | 3M | LT | |
|---|---|---|---|
| SP500 | 13.8 | 12.5 | 21.0 |
| NASDAQ | 19.0 | 18.1 | 25.6 |
| DOW J. | 15.6 | 12.0 | 20.7 |
| EURO50 | 18.0 | 17.6 | 24.5 |
| MSCI UK | 12.5 | 12.5 | 22.0 |
| MSCI JAPAN | 15.0 | 18.7 | 18.9 |
| MSCI CHINA | 37.6 | 48.3 | 31.9 |
| MSCI INDIA | 11.2 | 11.4 | 24.3 |
| MSCI BRAZIL | 18.9 | 20.2 | 38.2 |
| BCOM | 14.7 | 15.5 | 19.3 |
| OIL | 31.6 | 35.1 | 43.8 |
| B.METALS | 24.5 | 23.1 | 20.5 |
| GOLD | 18.2 | 14.5 | 15.4 |
| UST Short | 0.5 | 0.6 | 1.2 |
| UST Long | 6.6 | 5.9 | 8.0 |
| US Infla | 4.4 | 4.2 | 7.2 |
| L.Loans | 1.7 | 1.8 | 8.6 |
| Float Corp | 1.1 | 0.9 | 5.8 |
| IG Corpo | 8.7 | 6.7 | 11.2 |
| HY Corpo | 4.1 | 3.5 | 10.5 |
Beta
| 6M | LT | |
|---|---|---|
| SP500 | 1.00 | 1.00 |
| NASDAQ | 1.39 | 1.13 |
| DOW J. | 0.68 | 0.93 |
| EURO50 | 0.89 | 0.97 |
| MSCI UK | 0.62 | 0.84 |
| MSCI JAPAN | 1.08 | 0.68 |
| MSCI CHINA | 0.70 | 0.73 |
| MSCI INDIA | 0.47 | 0.81 |
| MSCI BRAZIL | 0.65 | 1.13 |
| BCOM | 0.41 | 0.33 |
| OIL | 0.40 | 0.63 |
| B.METALS | 0.52 | 0.30 |
| GOLD | 0.41 | 0.11 |
| UST Short | 0.00 | 0.02 |
| UST Long | 0.03 | -0.03 |
| US Infla | 0.07 | 0.03 |
| L.Loans | 0.13 | 0.26 |
| Float Corp | 0.02 | 0.12 |
| IG Corpo | 0.14 | 0.19 |
| HY Corpo | 0.21 | 0.40 |
Cross-Asset Correlations
