|Horizon||30 Days Login to change|
Swiss Mrt vs. MerVal
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the MerVal. But the index apears to be less risky and, when comparing its historical volatility, Swiss Mrt is 8.28 times less risky than MerVal. The index trades about -0.04 of its potential returns per unit of risk. The MerVal is currently generating about 0.25 of returns per unit of risk over similar time horizon. If you would invest 2,652,320 in MerVal on August 23, 2018 and sell it today you would earn a total of 770,874 from holding MerVal or generate 29.06% return on investment over 30 days.
Pair Corralation between Swiss Mrt and MerVal