|Horizon||30 Days Login to change|
MerVal vs. Russell 2000
Assuming 30 trading days horizon, MerVal is expected to under-perform the Russell 2000. In addition to that, MerVal is 2.77 times more volatile than Russell 2000 . It trades about -0.24 of its total potential returns per unit of risk. Russell 2000 is currently generating about -0.45 per unit of volatility. If you would invest 170,532 in Russell 2000 on September 22, 2018 and sell it today you would lose (18,199) from holding Russell 2000 or give up 10.67% of portfolio value over 30 days.
Pair Corralation between MerVal and Russell 2000