|Horizon||30 Days Login to change|
MerVal vs. Stockholm
Assuming 30 trading days horizon, MerVal is expected to under-perform the Stockholm. In addition to that, MerVal is 2.73 times more volatile than Stockholm. It trades about -0.24 of its total potential returns per unit of risk. Stockholm is currently generating about -0.25 per unit of volatility. If you would invest 60,516 in Stockholm on September 20, 2018 and sell it today you would lose (3,920) from holding Stockholm or give up 6.48% of portfolio value over 30 days.
Pair Corralation between MerVal and Stockholm