|Horizon||30 Days Login to change|
Madrid Gnrl vs. Swiss Mrt
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the Swiss Mrt. But the index apears to be less risky and, when comparing its historical volatility, Madrid Gnrl is 1.12 times less risky than Swiss Mrt. The index trades about -0.23 of its potential returns per unit of risk. The Swiss Mrt is currently generating about -0.11 of returns per unit of risk over similar time horizon. If you would invest 897,000 in Swiss Mrt on September 17, 2018 and sell it today you would lose (21,965) from holding Swiss Mrt or give up 2.45% of portfolio value over 30 days.
Pair Corralation between Madrid Gnrl and Swiss Mrt