|Horizon||30 Days Login to change|
IPC vs. MerVal
Given the investment horizon of 30 days, IPC is expected to under-perform the MerVal. In addition to that, IPC is 1.07 times more volatile than MerVal. It trades about -0.21 of its total potential returns per unit of risk. MerVal is currently generating about -0.06 per unit of volatility. If you would invest 2,959,818 in MerVal on October 15, 2018 and sell it today you would lose (105,475) from holding MerVal or give up 3.56% of portfolio value over 30 days.
Pair Corralation between IPC and MerVal