|Horizon||30 Days Login to change|
NYSE vs. Straits Tms
Given the investment horizon of 30 days, NYSE is expected to under-perform the Straits Tms. But the index apears to be less risky and, when comparing its historical volatility, NYSE is 1.0 times less risky than Straits Tms. The index trades about -0.25 of its potential returns per unit of risk. The Straits Tms is currently generating about -0.12 of returns per unit of risk over similar time horizon. If you would invest 314,140 in Straits Tms on September 15, 2018 and sell it today you would lose (7,223) from holding Straits Tms or give up 2.3% of portfolio value over 30 days.
Pair Corralation between NYSE and Straits Tms