This module allows you to analyze existing cross correlation between NQFI and Swiss Mrt. You can compare the effects of market volatilities on NQFI and Swiss Mrt and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in NQFI with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of NQFI and Swiss Mrt.
|Time Horizon||30 Days Login to change|
NQFI vs. Swiss Mrt
Assuming 30 trading days horizon, NQFI is expected to generate 0.83 times more return on investment than Swiss Mrt. However, NQFI is 1.2 times less risky than Swiss Mrt. It trades about -0.01 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.02 per unit of risk. If you would invest 166,412 in NQFI on March 21, 2018 and sell it today you would lose (595.64) from holding NQFI or give up 0.36% of portfolio value over 30 days.