|Horizon||30 Days Login to change|
NQFI vs. Bovespa
Assuming 30 trading days horizon, NQFI is expected to generate 1.46 times less return on investment than Bovespa. But when comparing it to its historical volatility, NQFI is 1.65 times less risky than Bovespa. It trades about 0.12 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 7,563,377 in Bovespa on August 27, 2018 and sell it today you would earn a total of 299,638 from holding Bovespa or generate 3.96% return on investment over 30 days.
Pair Corralation between NQFI and Bovespa