|Horizon||30 Days Login to change|
MerVal vs. Shanghai
Assuming 30 trading days horizon, MerVal is expected to generate 5.19 times more return on investment than Shanghai. However, MerVal is 5.19 times more volatile than Shanghai. It trades about 0.2 of its potential returns per unit of risk. Shanghai is currently generating about 0.06 per unit of risk. If you would invest 2,693,875 in MerVal on August 20, 2018 and sell it today you would earn a total of 611,358 from holding MerVal or generate 22.69% return on investment over 30 days.
Pair Corralation between MerVal and Shanghai