|Horizon||30 Days Login to change|
OMXVGI vs. ISEQ
Assuming 30 trading days horizon, OMXVGI is expected to under-perform the ISEQ. But the index apears to be less risky and, when comparing its historical volatility, OMXVGI is 1.8 times less risky than ISEQ. The index trades about -0.28 of its potential returns per unit of risk. The ISEQ is currently generating about -0.14 of returns per unit of risk over similar time horizon. If you would invest 671,987 in ISEQ on August 27, 2018 and sell it today you would lose (18,349) from holding ISEQ or give up 2.73% of portfolio value over 30 days.
Pair Corralation between OMXVGI and ISEQ