Assuming 30 trading days horizon, CAC 40 is expected to generate 0.61 times more return on investment than FONCIERE. However, CAC 40 is 1.65 times less risky than FONCIERE. It trades about -0.18 of its potential returns per unit of risk. FONCIERE EURIS is currently generating about -0.11 per unit of risk. If you would invest 323,346 in CAC 40 on April 24, 2012 and sell it today you would lose (23,019) from holding CAC 40 or give up 7.12% of portfolio value over 30 days.
Diversification
Good diversification
Overlapping area represents amount of risk that can be diversified away by holding CAC 40 and FONCIERE EURIS in the same portfolio (assuming nothing else is changed)
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