|Horizon||30 Days Login to change|
Swiss Mrt vs. ATX
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the ATX. But the index apears to be less risky and, when comparing its historical volatility, Swiss Mrt is 1.1 times less risky than ATX. The index trades about -0.04 of its potential returns per unit of risk. The ATX is currently generating about 0.16 of returns per unit of risk over similar time horizon. If you would invest 329,067 in ATX on August 23, 2018 and sell it today you would earn a total of 7,824 from holding ATX or generate 2.38% return on investment over 30 days.
Pair Corralation between Swiss Mrt and ATX