horizon 10dρ +0.53holdout +0.50stable 38%moderate
AGZD WisdomTree Trust WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
- Last close
- 22.53
- 504-day return
- +9.41%
- Median $/day
- $473k
- Relationships shown
- 6
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.50holdout +0.46stable 25%moderate
horizon 10dρ +0.44holdout +0.34stable 38%moderate
horizon 10dρ +0.44holdout +0.30stable 38%moderate
horizon 10dρ +0.43holdout +0.33stable 50%moderate
horizon 10dρ +0.42holdout +0.31stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.48recent +0.40prior -0.08beyond mkt -0.06
Δ +0.44recent +0.43prior -0.01beyond mkt +0.02
Δ +0.43recent +0.40prior -0.03beyond mkt -0.01
Δ +0.42recent +0.42prior -0.01beyond mkt +0.00
Δ +0.42recent +0.39prior -0.03beyond mkt +0.00
Δ +0.42recent +0.36prior -0.06beyond mkt -0.02