|Horizon||30 Days Login to change|
Taiwan Wtd vs. MerVal
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 0.52 times more return on investment than MerVal. However, Taiwan Wtd is 1.91 times less risky than MerVal. It trades about -0.33 of its potential returns per unit of risk. MerVal is currently generating about -0.27 per unit of risk. If you would invest 1,097,241 in Taiwan Wtd on September 23, 2018 and sell it today you would lose (119,721) from holding Taiwan Wtd or give up 10.91% of portfolio value over 30 days.
Pair Corralation between Taiwan Wtd and MerVal