|Horizon||30 Days Login to change|
SPTSX Comp vs. IPC
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the IPC. But the index apears to be less risky and, when comparing its historical volatility, SPTSX Comp is 1.82 times less risky than IPC. The index trades about -0.02 of its potential returns per unit of risk. The IPC is currently generating about 0.19 of returns per unit of risk over similar time horizon. If you would invest 4,805,906 in IPC on August 20, 2018 and sell it today you would earn a total of 160,277 from holding IPC or generate 3.34% return on investment over 30 days.
Pair Corralation between SPTSX Comp and IPC