|Horizon||30 Days Login to change|
Jakarta Comp vs. Russell 2000
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 0.7 times more return on investment than Russell 2000. However, Jakarta Comp is 1.43 times less risky than Russell 2000. It trades about -0.11 of its potential returns per unit of risk. Russell 2000 is currently generating about -0.45 per unit of risk. If you would invest 595,774 in Jakarta Comp on September 21, 2018 and sell it today you would lose (12,045) from holding Jakarta Comp or give up 2.02% of portfolio value over 30 days.
Pair Corralation between Jakarta Comp and Russell 2000