|Horizon||30 Days Login to change|
Shanghai vs. Russell 2000
Assuming 30 trading days horizon, Shanghai is expected to under-perform the Russell 2000. In addition to that, Shanghai is 1.68 times more volatile than Russell 2000 . It trades about 0.0 of its total potential returns per unit of risk. Russell 2000 is currently generating about 0.05 per unit of volatility. If you would invest 169,295 in Russell 2000 on August 21, 2018 and sell it today you would earn a total of 998.00 from holding Russell 2000 or generate 0.59% return on investment over 30 days.
Pair Corralation between Shanghai and Russell 2000