|Horizon||30 Days Login to change|
CAC 40 vs. Swiss Mrt
Assuming 30 trading days horizon, CAC 40 is expected to generate 1.31 times more return on investment than Swiss Mrt. However, CAC 40 is 1.31 times more volatile than Swiss Mrt. It trades about -0.13 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.19 per unit of risk. If you would invest 535,257 in CAC 40 on September 16, 2018 and sell it today you would lose (17,952) from holding CAC 40 or give up 3.35% of portfolio value over 30 days.
Pair Corralation between CAC 40 and Swiss Mrt