Thursday, 1 August 2013

Leveraged ETF Correlations

This got edited out of my MarketWatch article but here's the chart showing how well SSO (2x) and SDS (2x inverse) ETF compares vs the S&P 500 ETF SPY


As you can see, it tracks fairly well on a DAILY return basis.  SSO was at 1.97x and SDS was at -1.99x.  Pretty impressive really.

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