|Horizon||30 Days Login to change|
SPTSX Comp vs. DOW
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the DOW. But the index apears to be less risky and, when comparing its historical volatility, SPTSX Comp is 1.39 times less risky than DOW. The index trades about -0.17 of its potential returns per unit of risk. The DOW is currently generating about -0.05 of returns per unit of risk over similar time horizon. If you would invest 2,606,212 in DOW on September 16, 2018 and sell it today you would lose (33,700) from holding DOW or give up 1.29% of portfolio value over 30 days.
Pair Corralation between SPTSX Comp and DOW