|Horizon||30 Days Login to change|
Shanghai vs. DOW
Assuming 30 trading days horizon, Shanghai is expected to under-perform the DOW. In addition to that, Shanghai is 1.47 times more volatile than DOW. It trades about -0.27 of its total potential returns per unit of risk. DOW is currently generating about -0.21 per unit of volatility. If you would invest 2,674,350 in DOW on September 21, 2018 and sell it today you would lose (129,916) from holding DOW or give up 4.86% of portfolio value over 30 days.
Pair Corralation between Shanghai and DOW