|Horizon||30 Days Login to change|
Madrid Gnrl vs. IPC
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the IPC. But the index apears to be less risky and, when comparing its historical volatility, Madrid Gnrl is 1.76 times less risky than IPC. The index trades about -0.44 of its potential returns per unit of risk. The IPC is currently generating about -0.17 of returns per unit of risk over similar time horizon. If you would invest 4,941,722 in IPC on September 23, 2018 and sell it today you would lose (271,949) from holding IPC or give up 5.5% of portfolio value over 30 days.
Pair Corralation between Madrid Gnrl and IPC