|Horizon||30 Days Login to change|
NQFI vs. XU100
Assuming 30 trading days horizon, NQFI is expected to under-perform the XU100. But the index apears to be less risky and, when comparing its historical volatility, NQFI is 1.69 times less risky than XU100. The index trades about -0.46 of its potential returns per unit of risk. The XU100 is currently generating about -0.06 of returns per unit of risk over similar time horizon. If you would invest 9,798,816 in XU100 on September 22, 2018 and sell it today you would lose (253,298) from holding XU100 or give up 2.58% of portfolio value over 30 days.
Pair Corralation between NQFI and XU100