|Horizon||30 Days Login to change|
XU100 vs. MerVal
Assuming 30 trading days horizon, XU100 is expected to generate 3.16 times less return on investment than MerVal. But when comparing it to its historical volatility, XU100 is 3.28 times less risky than MerVal. It trades about 0.32 of its potential returns per unit of risk. MerVal is currently generating about 0.3 of returns per unit of risk over similar time horizon. If you would invest 2,548,134 in MerVal on August 25, 2018 and sell it today you would earn a total of 875,060 from holding MerVal or generate 34.34% return on investment over 30 days.
Pair Corralation between XU100 and MerVal