|Horizon||30 Days Login to change|
OMXRGI vs. IBEX 35
Assuming 30 trading days horizon, OMXRGI is expected to under-perform the IBEX 35. In addition to that, OMXRGI is 1.66 times more volatile than IBEX 35. It trades about -0.07 of its total potential returns per unit of risk. IBEX 35 is currently generating about -0.04 per unit of volatility. If you would invest 956,730 in IBEX 35 on August 27, 2018 and sell it today you would lose (7,370) from holding IBEX 35 or give up 0.77% of portfolio value over 30 days.
Pair Corralation between OMXRGI and IBEX 35