|Horizon||30 Days Login to change|
All Ords vs. Bovespa
Assuming 30 trading days horizon, All Ords is expected to under-perform the Bovespa. But the index apears to be less risky and, when comparing its historical volatility, All Ords is 3.37 times less risky than Bovespa. The index trades about -0.11 of its potential returns per unit of risk. The Bovespa is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 7,563,377 in Bovespa on August 25, 2018 and sell it today you would earn a total of 381,052 from holding Bovespa or generate 5.04% return on investment over 30 days.
Pair Corralation between All Ords and Bovespa