|Horizon||30 Days Login to change|
OMXRGI vs. MerVal
Assuming 30 trading days horizon, OMXRGI is expected to under-perform the MerVal. But the index apears to be less risky and, when comparing its historical volatility, OMXRGI is 3.73 times less risky than MerVal. The index trades about -0.06 of its potential returns per unit of risk. The MerVal is currently generating about 0.27 of returns per unit of risk over similar time horizon. If you would invest 2,623,882 in MerVal on August 22, 2018 and sell it today you would earn a total of 827,542 from holding MerVal or generate 31.54% return on investment over 30 days.
Pair Corralation between OMXRGI and MerVal