|Horizon||30 Days Login to change|
SPTSX Comp vs. Straits Tms
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the Straits Tms. But the index apears to be less risky and, when comparing its historical volatility, SPTSX Comp is 1.14 times less risky than Straits Tms. The index trades about -0.23 of its potential returns per unit of risk. The Straits Tms is currently generating about -0.19 of returns per unit of risk over similar time horizon. If you would invest 318,043 in Straits Tms on September 20, 2018 and sell it today you would lose (11,792) from holding Straits Tms or give up 3.71% of portfolio value over 30 days.
Pair Corralation between SPTSX Comp and Straits Tms