Sentences with phrase «fund on a risk adjusted basis»

In June 2008, the fund was short - listed by «Hedge Funds Review» for «Best Fixed Income Hedge Fund on a Risk Adjusted Basis».

Not exact matches

Sometimes known as «set it and forget it» investments, these diversified funds automatically adjust their asset allocation and risk exposure based on your age and retirement horizon.

Morningstar ratings are based on a fund's risk - adjusted returns.

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals funds Through: 03/31/2018

Morningstar ratings based on risk - adjusted return and number of funds Category: Municipal National Short - term funds Through: December 31, 2017

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals Through: March 31, 2018

For each fund with at least a three - year history, Morningstar calculates a Morningstar Ratingä based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

NEARX has recently received the coveted 5 - star overall rating from Morningstar, among 173 Municipal National Short - Term funds as of 11/30/2014, based on risk - adjusted return.

For each U.S. - domiciled fund with at least a 3 - year history, Morningstar calculates a Morningstar Rating ™ based on a Morningstar Risk - Adjusted Return measure that accounts for variations in a fund's monthly performance (including loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

Analysts use this five pillar evaluation to determine how they believe funds are likely to perform over the long term on a risk - adjusted basis.

The research found that the annualized alpha, a measure of performance on a risk - adjusted basis, of younger fund managers fell nearly 16 percent during a divorce, while that of...

The Lipper Fund Awards are based on the Lipper Ratings for Consistent Return, which is a risk - adjusted performance measure calculated over 36, 60 and 120 month periods.

The Lipper Award for Best Overall Fund Group was based on risk - adjusted performance for all Canoe Financial Funds.

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals Through: 6/30/2015

USERX currently has four stars overall from Morningstar, among 71 Equity Precious Metals funds as of 6/30/2015, based on risk - adjusted returns.

For each fund category, like Large Growth or Moderate Allocation, the MFO Rating system divides funds into five groups or «quintiles» based on the risk adjusted return over selected evaluation periods.

The chart shows that the fund started to underperform on a risk - adjusted basis long before the onset of the financial crisis.

The above historical performance figures from Morningstar indicate that the fund had a higher volatility (expressed as a standard deviation of returns) and underperformed the S&P 500 ® index, its best - fit benchmark, on a risk - adjusted basis (Sharpe Ratio) in both the three - and five - year trailing periods.

The Alpholio ™ analysis demonstrates that the fund's performance on a truly risk - adjusted basis in the past eight years has been unimpressive.

While the emphasis on technology stocks may improve the funds» performance, as shown in a previous Alpholio ™ post, past selection of securities in OAKMX did not lead to spectacular results when measured on a truly risk - adjusted basis.

So, the fund's performance may not be as good on a risk - adjusted basis.

In sum, the Becker Value Equity Fund has added a modest amount of value for its investors on a fully risk - adjusted basis, especially if its outperformance in the last six months is factored in.

Over the five years through July 2016, the fund subtracted value on a risk - adjusted basis.

For example, in his 1996 study, «Another Puzzle: The Growth in Actively Managed Mutual Funds,» which covered the period from 1985 through 1994, Martin J. Gruber found that the average performance of funds with net inflows was significantly positive, based on a risk - adjusted performance meaFunds,» which covered the period from 1985 through 1994, Martin J. Gruber found that the average performance of funds with net inflows was significantly positive, based on a risk - adjusted performance meafunds with net inflows was significantly positive, based on a risk - adjusted performance measure.

Over the ten years through July 2016, the fund subtracted a significant amount of value on a risk - adjusted basis.

(While the performance of the fund itself is less important in the context of this discussion, it can be noted that over the evaluation interval the fund added a modest amount of value on a risk - adjusted basis, and so did the hypothetical portfolio that contained it.)

In summary, although the Matthews Japan Fund beat its primary benchmark on a risk - adjusted basis, it generated a mostly flat cumulative RealAlpha ™ in the last six years.

Putnam funds with four - or five - star overall rating for class Y shares in their Morningstar category based on risk - adjusted returns.

After investigating and writing about ETFs for years, I've found a few of my favorite funds, funds that I believe will best the benchmark (the S&P 500 (SPY)-RRB- on a total returns basis, and potentially on a risk - adjusted basis, too.

Just choose a fund based on your expected retirement year, and the fund managers will adjust the portfolio on a regular basis to try to maximize the fund's return based on an age appropriate level of risk.

Alpholio statistics for the fund clearly demonstrate the amount of value the fund destroyed on a truly risk - adjusted basis:

Although the fund's 10 % annualized return since its inception through February 2014 roughly matches the category norm, its low volatility has allowed it to stack up well against its peers on a risk - adjusted basis.

Highly rated funds are defined as those funds that have a 4 - or 5 - star Morningstar rating.For each fund with at least a three - year history, Morningstar calculates a Morningstar Rating ™ based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

A high active share does not guarantee a superior performance of a fund on a truly risk - adjusted basis, as clearly demonstrated by this Alpholio ™ analysis.

Our patented RealAlpha ™ measure assesses the value added or subtracted by active management of a fund or portfolio on a truly risk - adjusted basis.

Overall, the USA Mutuals Barrier Fund added little value on a truly risk - adjusted basis.

For most of the Glenmede Large Cap Core fund's existence, investors realized little benefit on truly risk - adjusted basis.

Also, the standard deviation for both of the funds are on the lower side.Both these funds have high Alpha (Alpha is a measure of performance on a risk - adjusted basis.

The key is to evaluate managed funds on a risk - adjusted basis.

You just put your money in the fund with the year that you anticipating needing to take the money out and the fund manager handles diversification and adjusting the risk appropriately over the life of the fund based on the remaining time horizon.

The Quantitative Rating is an extension of the Morningstar Analyst Rating for funds, which provides an analyst's forward - looking assessment of a fund's ability to outperform its peer group or a relevant benchmark on a risk - adjusted basis over a full market cycle.

In December 2017, Morningstar analyzed the global performance of the Morningstar Analyst Rating for funds, finding that the analyst ratings effectively sorted funds based on their average future risk - adjusted returns; the report is available for download here.

Since late 2004, the Diamond Hill Large Cap Fund did not add value on a truly risk - adjusted basis.

In sum, under current management the Baron Asset Fund did not outperform the available investment alternatives on a risk - adjusted basis.

In sum, our analysis has demonstrated that since 2005 the Baron Asset Fund exhibited an unimpressive performance on a truly risk - adjusted basis.

The fund's ranking was based on its ability to provide superior consistency and risk - adjusted returns over a 10 - year period against a group of similar funds as of November 30, 2012.

The fund added a modest amount of value on a risk - adjusted basis, but did so mostly over only the past year or so.

Based on Modern Portfolio Theory, they offer personalized investment portfolios of index funds with designed to adjust according to your personal risk tolerance while staying diversified and tax - efficient.

In sum, the Davis Global Fund added a considerable amount of value on a truly risk - adjusted basis.

Since inception, the Poplar Forest Partners Fund added a modest amount of value on a truly risk - adjusted basis, most of it in just a one - year period beginning in mid-2012.