|Horizon||30 Days Login to change|
OMXVGI vs. Jakarta Comp
Assuming 30 trading days horizon, OMXVGI is expected to under-perform the Jakarta Comp. But the index apears to be less risky and, when comparing its historical volatility, OMXVGI is 2.9 times less risky than Jakarta Comp. The index trades about -0.37 of its potential returns per unit of risk. The Jakarta Comp is currently generating about -0.05 of returns per unit of risk over similar time horizon. If you would invest 589,219 in Jakarta Comp on August 19, 2018 and sell it today you would lose (8,040) from holding Jakarta Comp or give up 1.36% of portfolio value over 30 days.
Pair Corralation between OMXVGI and Jakarta Comp