|Horizon||30 Days Login to change|
Russell 2000 vs. Seoul Comp
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the Seoul Comp. But the index apears to be less risky and, when comparing its historical volatility, Russell 2000 is 1.04 times less risky than Seoul Comp. The index trades about -0.3 of its potential returns per unit of risk. The Seoul Comp is currently generating about -0.23 of returns per unit of risk over similar time horizon. If you would invest 230,898 in Seoul Comp on September 18, 2018 and sell it today you would lose (14,234) from holding Seoul Comp or give up 6.16% of portfolio value over 30 days.
Pair Corralation between Russell 2000 and Seoul Comp