|Horizon||30 Days Login to change|
MerVal vs. Swiss Mrt
Assuming 30 trading days horizon, MerVal is expected to generate 4.5 times more return on investment than Swiss Mrt. However, MerVal is 4.5 times more volatile than Swiss Mrt. It trades about -0.01 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.19 per unit of risk. If you would invest 3,019,878 in MerVal on September 15, 2018 and sell it today you would lose (60,060) from holding MerVal or give up 1.99% of portfolio value over 30 days.
Pair Corralation between MerVal and Swiss Mrt