|Horizon||30 Days Login to change|
S&P 500 vs. OMXVGI
Assuming 30 trading days horizon, S&P 500 is expected to under-perform the OMXVGI. In addition to that, SP 500 is 1.53 times more volatile than OMXVGI. It trades about -0.24 of its total potential returns per unit of risk. OMXVGI is currently generating about -0.1 per unit of volatility. If you would invest 68,472 in OMXVGI on September 20, 2018 and sell it today you would lose (1,123) from holding OMXVGI or give up 1.64% of portfolio value over 30 days.
Pair Corralation between SP 500 and OMXVGI