|Horizon||30 Days Login to change|
MerVal vs. Taiwan Wtd
Assuming 30 trading days horizon, MerVal is expected to under-perform the Taiwan Wtd. In addition to that, MerVal is 2.23 times more volatile than Taiwan Wtd. It trades about -0.15 of its total potential returns per unit of risk. Taiwan Wtd is currently generating about -0.18 per unit of volatility. If you would invest 1,076,021 in Taiwan Wtd on September 18, 2018 and sell it today you would lose (73,688) from holding Taiwan Wtd or give up 6.85% of portfolio value over 30 days.
Pair Corralation between MerVal and Taiwan Wtd