|Horizon||30 Days Login to change|
Madrid Gnrl vs. SPTSX Comp
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the SPTSX Comp. But the index apears to be less risky and, when comparing its historical volatility, Madrid Gnrl is 1.02 times less risky than SPTSX Comp. The index trades about -0.34 of its potential returns per unit of risk. The SPTSX Comp is currently generating about -0.23 of returns per unit of risk over similar time horizon. If you would invest 1,601,349 in SPTSX Comp on September 16, 2018 and sell it today you would lose (59,920) from holding SPTSX Comp or give up 3.74% of portfolio value over 30 days.
Pair Corralation between Madrid Gnrl and SPTSX Comp