|Horizon||30 Days Login to change|
ISEQ vs. NQFI
Assuming 30 trading days horizon, ISEQ is expected to under-perform the NQFI. But the index apears to be less risky and, when comparing its historical volatility, ISEQ is 1.5 times less risky than NQFI. The index trades about -0.08 of its potential returns per unit of risk. The NQFI is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest 160,560 in NQFI on August 24, 2018 and sell it today you would earn a total of 4,524 from holding NQFI or generate 2.82% return on investment over 30 days.
Pair Corralation between ISEQ and NQFI