|Horizon||30 Days Login to change|
Shanghai vs. All Ords
Assuming 30 trading days horizon, Shanghai is expected to under-perform the All Ords. In addition to that, Shanghai is 2.01 times more volatile than All Ords. It trades about -0.17 of its total potential returns per unit of risk. All Ords is currently generating about -0.22 per unit of volatility. If you would invest 629,500 in All Ords on September 19, 2018 and sell it today you would lose (25,220) from holding All Ords or give up 4.01% of portfolio value over 30 days.
Pair Corralation between Shanghai and All Ords