|Horizon||30 Days Login to change|
Russell 2000 vs. Hang Seng
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the Hang Seng. But the index apears to be less risky and, when comparing its historical volatility, Russell 2000 is 1.82 times less risky than Hang Seng. The index trades about -0.49 of its potential returns per unit of risk. The Hang Seng is currently generating about -0.14 of returns per unit of risk over similar time horizon. If you would invest 2,685,658 in Hang Seng on September 15, 2018 and sell it today you would lose (138,658) from holding Hang Seng or give up 5.16% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and Hang Seng