|Horizon||30 Days Login to change|
NQTH vs. MerVal
Assuming 30 trading days horizon, NQTH is expected to generate 0.26 times more return on investment than MerVal. However, NQTH is 3.83 times less risky than MerVal. It trades about -0.06 of its potential returns per unit of risk. MerVal is currently generating about -0.02 per unit of risk. If you would invest 115,470 in NQTH on September 17, 2018 and sell it today you would lose (1,678) from holding NQTH or give up 1.45% of portfolio value over 30 days.
Pair Corralation between NQTH and MerVal