|Horizon||30 Days Login to change|
Nasdaq vs. Shanghai
Assuming 30 trading days horizon, Nasdaq is expected to under-perform the Shanghai. But the index apears to be less risky and, when comparing its historical volatility, Nasdaq is 1.13 times less risky than Shanghai. The index trades about -0.22 of its potential returns per unit of risk. The Shanghai is currently generating about -0.18 of returns per unit of risk over similar time horizon. If you would invest 273,055 in Shanghai on September 20, 2018 and sell it today you would lose (18,008) from holding Shanghai or give up 6.6% of portfolio value over 30 days.
Pair Corralation between Nasdaq and Shanghai