|Horizon||30 Days Login to change|
MerVal vs. NQFI
Assuming 30 trading days horizon, MerVal is expected to generate 4.57 times more return on investment than NQFI. However, MerVal is 4.57 times more volatile than NQFI. It trades about 0.26 of its potential returns per unit of risk. NQFI is currently generating about 0.11 per unit of risk. If you would invest 2,548,134 in MerVal on August 26, 2018 and sell it today you would earn a total of 768,227 from holding MerVal or generate 30.15% return on investment over 30 days.
Pair Corralation between MerVal and NQFI