|Horizon||30 Days Login to change|
Madrid Gnrl vs. NIKKEI 225
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the NIKKEI 225. But the index apears to be less risky and, when comparing its historical volatility, Madrid Gnrl is 1.52 times less risky than NIKKEI 225. The index trades about -0.43 of its potential returns per unit of risk. The NIKKEI 225 is currently generating about -0.22 of returns per unit of risk over similar time horizon. If you would invest 2,386,993 in NIKKEI 225 on September 21, 2018 and sell it today you would lose (133,785) from holding NIKKEI 225 or give up 5.6% of portfolio value over 30 days.
Pair Corralation between Madrid Gnrl and NIKKEI 225