|Horizon||30 Days Login to change|
MerVal vs. S&P 500
Assuming 30 trading days horizon, MerVal is expected to generate 3.89 times more return on investment than SP 500. However, MerVal is 3.89 times more volatile than S&P 500. It trades about -0.01 of its potential returns per unit of risk. S&P 500 is currently generating about -0.22 per unit of risk. If you would invest 3,019,878 in MerVal on September 15, 2018 and sell it today you would lose (60,060) from holding MerVal or give up 1.99% of portfolio value over 30 days.
Pair Corralation between MerVal and SP 500