This module allows you to analyze existing cross correlation between Russia TR and Swiss Mrt. You can compare the effects of market volatilities on Russia TR 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 Russia TR with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Russia TR vs. Swiss Mrt
Assuming 30 trading days horizon, Russia TR is expected to under-perform the Swiss Mrt. In addition to that, Russia TR is 2.11 times more volatile than Swiss Mrt. It trades about -0.08 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.03 per unit of volatility. If you would invest 892,895 in Swiss Mrt on March 26, 2018 and sell it today you would lose (12,232) from holding Swiss Mrt or give up 1.37% of portfolio value over 30 days.