|Horizon||30 Days Login to change|
Madrid Gnrl vs. OMXRGI
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the OMXRGI. But the index apears to be less risky and, when comparing its historical volatility, Madrid Gnrl is 1.55 times less risky than OMXRGI. The index trades about -0.26 of its potential returns per unit of risk. The OMXRGI is currently generating about -0.15 of returns per unit of risk over similar time horizon. If you would invest 98,906 in OMXRGI on September 18, 2018 and sell it today you would lose (4,226) from holding OMXRGI or give up 4.27% of portfolio value over 30 days.
Pair Corralation between Madrid Gnrl and OMXRGI