Asset Comparison and Correlation
|MerVal vs NYSE|
Assuming 30 trading days horizon, MerVal is expected to generate 1.65 times less return on investment than NYSE. In addition to that, MerVal is 4.29 times more volatile than NYSE. It trades about 0.07 of its total potential returns per unit of risk. NYSE is currently generating about 0.5 per unit of volatility. If you would invest 911,380 in NYSE on April 22, 2013 and sell it today you would earn a total of 48,447 from holding NYSE or generate 5.32% return on investment over 30 days.
Match ups for MerVal
Match ups for NYSE