|Horizon||30 Days Login to change|
SPTSX Comp vs. MerVal
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the MerVal. But the index apears to be less risky and, when comparing its historical volatility, SPTSX Comp is 11.41 times less risky than MerVal. The index trades about -0.02 of its potential returns per unit of risk. The MerVal is currently generating about 0.18 of returns per unit of risk over similar time horizon. If you would invest 2,693,875 in MerVal on August 20, 2018 and sell it today you would earn a total of 519,815 from holding MerVal or generate 19.3% return on investment over 30 days.
Pair Corralation between SPTSX Comp and MerVal