|Horizon||30 Days Login to change|
MerVal vs. Nasdaq
Assuming 30 trading days horizon, MerVal is expected to generate 6.2 times more return on investment than Nasdaq. However, MerVal is 6.2 times more volatile than Nasdaq. It trades about 0.18 of its potential returns per unit of risk. Nasdaq is currently generating about 0.12 per unit of risk. If you would invest 2,693,875 in MerVal on August 19, 2018 and sell it today you would earn a total of 519,815 from holding MerVal or generate 19.3% return on investment over 30 days.
Pair Corralation between MerVal and Nasdaq