World Benchmarks
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Performance Map
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red = downgreen = up
Every tile is one series: colour shows direction and how far it moved, tile area shows the size of the move for benchmarks (an index has no market cap) or market capitalisation for a stock market, where colour and size then carry independent information. Tiles are laid out squarified so areas stay comparable rather than degenerating into slivers. Hover any tile for its exact move.
Correlation Heatmap
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-1 inverse+1 together
grey = too little overlapping history to judge
Correlation of daily log returns, computed only on dates BOTH series actually traded — markets keep different holiday calendars, so a naive join would pair Monday in one market with Tuesday in another. Hover any cell for the pair, the coefficient and how many overlapping days it rests on. Returns are in each series' own quote currency, so a cross-market reading answers "do these move together", not "what would a hedged investor have earned".
Cross-Asset Performance
| Series | Asset class | Last | 1D | 1W | 1M | 3M | YTD | 1Y | Vol (ann) | Max DD 1Y |
|---|---|---|---|---|---|---|---|---|---|---|
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Sources — world benchmarks (equity indices, FX, commodity front futures, the volatility surface, rate & credit ETFs, crypto anchors): Yahoo consolidated daily. Rates & macro: FRED (St. Louis Fed). Company sectors: Yahoo profiles. Equity bars: the Stratmill research catalog across 15 venues. FRED revises its monthly activity series, so those are context rather than backtest inputs; daily market rates are final.