|Horizon||30 Days Login to change|
IPC vs. Bovespa
Given the investment horizon of 30 days, IPC is expected to generate 3.55 times less return on investment than Bovespa. But when comparing it to its historical volatility, IPC is 2.43 times less risky than Bovespa. It trades about 0.07 of its potential returns per unit of risk. Bovespa is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest 7,632,789 in Bovespa on August 22, 2018 and sell it today you would earn a total of 295,617 from holding Bovespa or generate 3.87% return on investment over 30 days.
Pair Corralation between IPC and Bovespa