|Horizon||30 Days Login to change|
All Ords vs. MerVal
Assuming 30 trading days horizon, All Ords is expected to generate 0.25 times more return on investment than MerVal. However, All Ords is 4.02 times less risky than MerVal. It trades about -0.3 of its potential returns per unit of risk. MerVal is currently generating about -0.24 per unit of risk. If you would invest 630,540 in All Ords on September 21, 2018 and sell it today you would lose (31,030) from holding All Ords or give up 4.92% of portfolio value over 30 days.
Pair Corralation between All Ords and MerVal