Asset Comparison and Correlation
|FTSE 100 vs AEX Amsterdam|
Assuming 30 trading days horizon, FTSE 100 is expected to generate 1.15 times more return on investment than AEX Amsterda. However, FTSE is 1.15 times more volatile than AEX Amsterdam. It trades about -0.25 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.32 per unit of risk. If you would invest 680,390 in FTSE 100 on May 20, 2013 and sell it today you would lose (42,970) from holding FTSE 100 or give up 6.32% of portfolio value over 30 days.
Match-ups for FTSE
Match-ups for AEX Amsterda