|Horizon||30 Days Login to change|
SPTSX Comp vs. ATX
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the ATX. But the index apears to be less risky and, when comparing its historical volatility, SPTSX Comp is 1.47 times less risky than ATX. The index trades about -0.27 of its potential returns per unit of risk. The ATX is currently generating about -0.08 of returns per unit of risk over similar time horizon. If you would invest 334,536 in ATX on September 18, 2018 and sell it today you would lose (7,133) from holding ATX or give up 2.13% of portfolio value over 30 days.
Pair Corralation between SPTSX Comp and ATX