|Horizon||30 Days Login to change|
OMXVGI vs. Madrid Gnrl
Assuming 30 trading days horizon, OMXVGI is expected to under-perform the Madrid Gnrl. But the index apears to be less risky and, when comparing its historical volatility, OMXVGI is 1.29 times less risky than Madrid Gnrl. The index trades about -0.22 of its potential returns per unit of risk. The Madrid Gnrl is currently generating about -0.1 of returns per unit of risk over similar time horizon. If you would invest 97,600 in Madrid Gnrl on August 26, 2018 and sell it today you would lose (1,298) from holding Madrid Gnrl or give up 1.33% of portfolio value over 30 days.
Pair Corralation between OMXVGI and Madrid Gnrl