|Horizon||30 Days Login to change|
NQFI vs. MerVal
Assuming 30 trading days horizon, NQFI is expected to generate 0.34 times more return on investment than MerVal. However, NQFI is 2.98 times less risky than MerVal. It trades about -0.48 of its potential returns per unit of risk. MerVal is currently generating about -0.25 per unit of risk. If you would invest 165,084 in NQFI on September 22, 2018 and sell it today you would lose (17,402) from holding NQFI or give up 10.54% of portfolio value over 30 days.
Pair Corralation between NQFI and MerVal