|Horizon||30 Days Login to change|
Taiwan Wtd vs. Shanghai
Assuming 30 trading days horizon, Taiwan Wtd is expected to under-perform the Shanghai. In addition to that, Taiwan Wtd is 1.07 times more volatile than Shanghai. It trades about -0.29 of its total potential returns per unit of risk. Shanghai is currently generating about -0.27 per unit of volatility. If you would invest 279,748 in Shanghai on September 22, 2018 and sell it today you would lose (24,701) from holding Shanghai or give up 8.83% of portfolio value over 30 days.
Pair Corralation between Taiwan Wtd and Shanghai