|Horizon||30 Days Login to change|
Seoul Comp vs. Nasdaq
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Nasdaq. But the index apears to be less risky and, when comparing its historical volatility, Seoul Comp is 1.23 times less risky than Nasdaq. The index trades about -0.23 of its potential returns per unit of risk. The Nasdaq is currently generating about -0.12 of returns per unit of risk over similar time horizon. If you would invest 795,611 in Nasdaq on September 18, 2018 and sell it today you would lose (31,062) from holding Nasdaq or give up 3.9% of portfolio value over 30 days.
Pair Corralation between Seoul Comp and Nasdaq