|Horizon||30 Days Login to change|
CAC 40 vs. Straits Tms
Assuming 30 trading days horizon, CAC 40 is expected to under-perform the Straits Tms. In addition to that, CAC 40 is 1.2 times more volatile than Straits Tms. It trades about -0.22 of its total potential returns per unit of risk. Straits Tms is currently generating about -0.16 per unit of volatility. If you would invest 314,140 in Straits Tms on September 16, 2018 and sell it today you would lose (9,543) from holding Straits Tms or give up 3.04% of portfolio value over 30 days.
Pair Corralation between CAC 40 and Straits Tms