|Horizon||30 Days Login to change|
MerVal vs. Seoul Comp
Assuming 30 trading days horizon, MerVal is expected to generate 3.36 times more return on investment than Seoul Comp. However, MerVal is 3.36 times more volatile than Seoul Comp. It trades about -0.01 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.28 per unit of risk. If you would invest 3,019,878 in MerVal on September 16, 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 Seoul Comp