Sentences with phrase «aggregate index for»

247/94, requires Ontario to implement a salary indexing adjustment for the salary year 2008 to 2009 based on the Statistics Canada Industrial Aggregate Index for Ontario («IAI») which came into effect in March, 2009.

Not exact matches

This boring, two holding portfolio (Barclay's Aggregate Bond Index, S&P 500, annual rebalance) has had positive returns for nine straight years.

The bond portion will be tracking the Barclays Capital Aggregate Bond Index which is a good proxy for the entire U.S. bond market.

Goldberg constructs several industry - specific exchange rate indexes for the United States and analyzes the extent to which each index moves with, or diverges from, aggregate economywide measures.

Link Research Tools — if you're looking for aggregate link data from the Big 3 (and a bunch of other small indexes), this enterprise tool provides just that.

For U.S. bond market returns, we use the S&P High Grade Corporate Index from 1926 through 1968, the Citigroup High Grade Index from 1969 through 1972, the Lehman Brothers U.S. Long Credit AA Index from 1973 through 1975, the Barclays U.S. Aggregate Bond Index from 1976 through 2009, and the Spliced Barclays U.S. Aggregate Float Adjusted Bond Index thereafter.

Morgan Stanley's Delinquency Diffusion Index, an aggregate measurement of year - over-year increases in the delinquency of several types of personal loans, stood at 19.2 (on a 100 - point scale) for the first quarter of 2016, up from its low in October, 2014, driven by increases in auto loan and credit card delinquencies in 2015 — but far below the 60 - point threshold associated with a pre-recession state.

The Bloomberg US Aggregate Bond Index fell 0.7 % in April and for year so far is down 2.2 %.

For example, income has driven about 90 % of annual bond returns over the past 10 years, based on the Bloomberg Barclays U.S. Aggregate Bond Index.

Through November 24, the S&P National AMT - Free Municipal Bond Total Return Index had returned 4.41 %, versus 3.39 % for the Bloomberg Barclays US Aggregate Bond Index (source: Bloomberg, as of 11/24/2017).

Therefore the alpha for ICVT is 10.11 % in comparison to the Bloomberg Barclays U.S. Aggregate Index and it offers relatively low risk with a standard deviation of 4.72 %.

For a core bond fund, the typical benchmark is the Barclays (formerly Lehman) Aggregate Index.

Issuers from the Corporate sector represent for example 32 % of the green bond universe vs 18 % in the Bloomberg Barclays Global Aggregate Index.

A general application of the model to the entire sample (see All firms tab) is supplemented with specific applications to subsets of the underlying sample for which companies were aggregated by company size (based on annual revenue and inclusion in major Fortune indexes: see F500 and F250 tabs).

Performance varies greatly for bonds of different credit qualities, but even during the worst bear market for bonds, the 40 - year period of rising rates from 1941 to 1981, the worst 1 - year loss for the Bloomberg Barclays US Aggregate Bond Index was just 5 %.

The negative 0.08 % total return for the Barclays Aggregate Bond Index might lead them to think there's something very wrong going on.

Both the American benchmark stock gauge and the Bloomberg Barclays U.S. aggregate bond index just posted a three - month loss for the first time since mid 2016.

For example, right now bond index funds that closely mirror the Barclays U.S. Aggregate index are loaded with Treasury and government agency bonds.

The current standard for poor bond market performance is 1994 when the Barclays Aggregate Bond Index fell 2.92 percent — its worst return in the past 34 years.

Citigroup Inc.'s global surprise index tipped below zero on Friday for the first time since August, indicating that economic data in aggregate are missing economist forecasts rather than beating them.

The private sector economists are surveyed for only a selective number of aggregate economic and financial indicators: real gross domestic product (GDP) growth; GDP inflation, nominal GDP;, the 3 - month treasury bill rate;, the 10 - year government bond rate;, the unemployment rate; the, consumer price index; the exchange rate (US cents / Cdn $); and finally, and U.S. real GDP growth.

This compares to slightly more than 1 % for the Bloomberg Barclays U.S. Aggregate Bond Index.

With 45 % of the constituents of the S&P 500 Index having reported Q3 earnings, the blended estimate for aggregate year - over-year earnings growth is 5.3 %.

While this only goes back to 1999, it would still be insightful to compare these two indexes on a year by year and aggregate basis for total return and volatility to get a true sense of the difference that treasury bond duration makes.

Among the evidence that would shift our expectations in this regard would be: material equity market deterioration, further weakness in regional Fed and purchasing managers indices, a slowing in real personal income, a spike in new claims for unemployment toward the 340,000 level, an abrupt drop in consumer confidence about 10 - 20 points below its 12 - month average, and at least some amount of slowing in employment growth and aggregate hours worked.

Holdvest, the new platform that will aggregate order books from many exchanges, offer trading for crypto index funds, enable investment in token events and support user - launched token sales.

For example, the Bloomberg Barclays Green Bond Index, which was launched in 2014, has lagged the broad - based Barclays Global Aggregate slightly over the last three years — but keep in mind that overall returns don't account for the boom in green bond issuance over that periFor example, the Bloomberg Barclays Green Bond Index, which was launched in 2014, has lagged the broad - based Barclays Global Aggregate slightly over the last three years — but keep in mind that overall returns don't account for the boom in green bond issuance over that perifor the boom in green bond issuance over that period.

Using daily S&P 500 Total Return Index returns, Barclays US Aggregate Bond Index returns and closing bid / ask quotes for S&P 500 Index options equity options (with returns calculated in excess of the risk - free rate) during 1996 through 2015, they find that:

The Bloomberg Barclays US Aggregate Bond Index is a widely used proxy for the US bond market.

Their analysis involves (1) estimating the factor characteristics of each stock in a broad index; (2) aggregating the characteristics across all stocks in the index; and (3) matching aggregated characteristics to a mimicking portfolio of five indexes representing value, size, quality, momentum and low volatility styles, adjusted for estimated expense ratios.

Barclays has sold its benchmark indices and risk analytics business, which includes the widely used Barclays U.S. Aggregate Bond Index, to financial information provider Bloomberg for about $ 781 million.

First, the residual z - scores for retelling (at instructional level), fluency (wcpm on a grade level passage), and reading words were aggregated and standardized to create a composite index of reading growth.

In 2013, BART's composite performance index (a measure of how all students are progressing in the school) in both English and math was higher than the state's: in aggregate, for special education students and for low - income students.

According to analysis from legislative staff, the state currently requires that a charter school must meet at least one of five criteria to receive renewal, including having attained its Academic Performance Index growth target in the prior year or in two of the last three years or in the aggregate for the prior three years.

In June 2017, the duration of the Bloomberg Barclays US Aggregate Bond Index exceeded six years for the first time since the late 1970s.

For this solution, I've selected ZAG, which is the ticker for the BMO Aggregate Bond Index EFor this solution, I've selected ZAG, which is the ticker for the BMO Aggregate Bond Index Efor the BMO Aggregate Bond Index ETF.

On the other hand, the broad U.S. bond market, as measured by the S&P U.S. Aggregate Bond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target years.

I took the monthly total returns for the Barclays Aggregate Bond Index and combined them with the total returns for the S&P 500 Index and ran some numbers.

The aggregate composite Multiple Listing Service home price index for June was up 15.8 per cent compared with a year ago.

In 19 out of 19 periods, the year that followed a period of rising rates brought improved returns for the Bloomberg Barclays US Aggregate Bond Index, with returns between less than 1 % and 35 %, and an average return of more than 9.5 %.

She might buy an index fund that tracks the S&P 500 for her domestic fund, an index fund that includes stocks from all countries (except the U.S.) for her international fund and a fund that tracks the Barclays Capital U.S. Aggregate Bond Index for her bond index fund that tracks the S&P 500 for her domestic fund, an index fund that includes stocks from all countries (except the U.S.) for her international fund and a fund that tracks the Barclays Capital U.S. Aggregate Bond Index for her bond index fund that includes stocks from all countries (except the U.S.) for her international fund and a fund that tracks the Barclays Capital U.S. Aggregate Bond Index for her bond Index for her bond fund.

The Bloomberg Barclays US Aggregate Index was down -0.7 % as fears of inflation and rising interest rates created headwinds for traditional fixed income securities

For example, you might choose a 30 % allocation to the BMO Aggregate Bond Index ETF (ZAG) and a rebalancing threshold of 25 %.

* Note — In this fact sheet we provide 2 relevant benchmarks for the Swan Defined Risk Strategy: the S&P 500 Index and a 60/40 portfolio, comprised of 60 % S&P 500 Index and 40 % Barclays U.S. Aggregate Bond Index.

Both the Bloomberg Barclays US Aggregate Bond Index and the Bloomberg Barclays Global Aggregate Bond Index posted positive returns for the quarter, up 0.85 % and 1.76 %, respectively...

During the most recent relationship - reversal episodes, a traditional bond allocation (such as to the Bloomberg Barclays U.S. Aggregate Bond Index, for instance) would have exacerbated portfolio risks, rather than provide a buffer.

The Bloomberg Barclays US Aggregate Bond Index returned 3.54 % for the year while the Bloomberg Barclays Global Aggregate Bond Index returned 7.39 %.

Seen through this lens, the Aggregate Index is not an apt benchmark for the ITB category.

Here are the total returns for the first six months of 2011 for the S&P 500, S&P Midcap 400, S&P Smallcap 600, MSCI EAFE, MSCI ACWI ex US, Barclay's Aggregate Bond Index, Crude Oil, and Gold.

(We'll use the S&P U.S. Aggregate Bond index to represent the first portion and the S&P Global 1200 for the second.)