|Horizon||30 Days Login to change|
Taiwan Wtd vs. CAC 40
Assuming 30 trading days horizon, Taiwan Wtd is expected to under-perform the CAC 40. In addition to that, Taiwan Wtd is 1.06 times more volatile than CAC 40. It trades about -0.06 of its total potential returns per unit of risk. CAC 40 is currently generating about -0.02 per unit of volatility. If you would invest 508,559 in CAC 40 on October 14, 2018 and sell it today you would lose (2,650) from holding CAC 40 or give up 0.52% of portfolio value over 30 days.
Pair Corralation between Taiwan Wtd and CAC 40