|Horizon||30 Days Login to change|
MerVal vs. OMXRGI
Assuming 30 trading days horizon, MerVal is expected to under-perform the OMXRGI. In addition to that, MerVal is 2.45 times more volatile than OMXRGI. It trades about -0.02 of its total potential returns per unit of risk. OMXRGI is currently generating about 0.0 per unit of volatility. If you would invest 94,991 in OMXRGI on September 17, 2018 and sell it today you would lose (276.00) from holding OMXRGI or give up 0.29% of portfolio value over 30 days.
Pair Corralation between MerVal and OMXRGI