|Horizon||30 Days Login to change|
OMXVGI vs. NQTH
Assuming 30 trading days horizon, OMXVGI is expected to under-perform the NQTH. But the index apears to be less risky and, when comparing its historical volatility, OMXVGI is 1.51 times less risky than NQTH. The index trades about -0.22 of its potential returns per unit of risk. The NQTH is currently generating about -0.06 of returns per unit of risk over similar time horizon. 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 OMXVGI and NQTH