|Horizon||30 Days Login to change|
Seoul Comp vs. Bovespa
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Bovespa. But the index apears to be less risky and, when comparing its historical volatility, Seoul Comp is 1.25 times less risky than Bovespa. The index trades about -0.14 of its potential returns per unit of risk. The Bovespa is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest 8,216,306 in Bovespa on October 14, 2018 and sell it today you would earn a total of 275,105 from holding Bovespa or generate 3.35% return on investment over 30 days.
Pair Corralation between Seoul Comp and Bovespa