Sentences with phrase «value index returning»

Allocation decisions boosted results, but weakness in our Consumer Discretionary and Information Technology names caused the Strategy to lag its benchmark, the Russell Midcap ® Value Index returning -0.57 % † versus 2.14 %.

Stock selection was strong with holdings in Real Estate and Consumer Discretionary helping the Fund beat its benchmark, the Russell Midcap ® Value Index returning 6.75 % versus 5.50 %.

Almost 63 % of active manager beat the Morningstar Large Value Index return of 14.1 %.

Not exact matches

Since the beginning of 2008, the Russell 3000 growth index outperformed its value counterpart by more than 70 percentage points, returning 10.3 % annually, compared with 7 % for value stocks.

«As a long - term value investor, we remain cautious and recognise that to generate good real returns over time, we have to be prepared for periods of underperformance relative to the market indices, some even for a stretch of several years.»

Over the past three years, the S&P 500 Growth Index has returned 38 %, literally lapping the S&P 500 Value Index, which only returned half as much, or 19 %.

I've tracked home prices in areas that I would have considered buying, and the truth is that home values over the long run do not return anywhere near the S&P 500 index.

The return an investor receives on his or her share of a home would depend on the home's value change according to its house - specific index rather than the selling price of the home.

iShares S&P ® / TSX ® 60 Index Fund («XIU»), iShares S&P / TSX Capped Composite Index Fund («XIC»), iShares S&P / TSX Completion Index Fund («XMD»), iShares S&P / TSX SmallCap Index Fund («XCS»), iShares S&P / TSX Capped Energy Index Fund («XEG»), iShares S&P / TSX Capped Financials Index Fund («XFN»), iShares S&P / TSX Global Gold Index Fund («XGD»), iShares S&P / TSX Capped Information Technology Index Fund («XIT»), iShares S&P / TSX Capped REIT Index Fund («XRE»), iShares S&P / TSX Capped Materials Index Fund («XMA»), iShares Diversified Monthly Income Fund («XTR»), iShares S&P 500 Index Fund (CAD - Hedged)(«XSP»), iShares Jantzi Social Index Fund («XEN»), iShares Dow Jones Select Dividend Index Fund («XDV»), iShares Dow Jones Canada Select Growth Index Fund («XCG»), iShares Dow Jones Canada Select Value Index Fund («XCV»), iShares DEX Universe Bond Index Fund («XBB»), iShares DEX Short Term Bond Index Fund («XSB»), iShares DEX Real Return Bond Index Fund («XRB»), iShares DEX Long Term Bond Index Fund («XLB»), iShares DEX All Government Bond Index Fund («XGB»), and iShares DEX All Corporate Bond Index Fund («XCB»), iShares MSCI EAFE ® Index Fund (CAD - Hedged)(«XIN»), iShares Russell 2000 ® Index Fund (CAD - Hedged)(«XSU»), iShares Conservative Core Portfolio Builder Fund («XCR»), iShares Growth Core Portfolio Builder Fund («XGR»), iShares Global Completion Portfolio Builder Fund («XGC»), iShares Alternatives Completion Portfolio Builder Fund («XAL»), iShares MSCI Emerging Markets Index Fund («XEM») and iShares MSCI World Index Fund («XWD»), iShares MSCI Brazil Index Fund («XBZ»), iShares China Index Fund («XCH»), iShares S&P CNX Nifty India Index Fund («XID»), iShares S&P Latin America 40 Index Fund («XLA»), iShares U.S. High Yield Bond Index Fund (CAD - Hedged)(«XHY»), iShares U.S. IG Corporate Bond Index Fund (CAD - Hedged)(«XIG»), iShares DEX HYBrid Bond Index Fund («XHB»), iShares S&P / TSX North American Preferred Stock Index Fund (CAD - Hedged)(«XPF»), iShares S&P / TSX Equity Income Index Fund («XEI»), iShares S&P / TSX Capped Consumer Staples Index Fund («XST»), iShares Capped Utilities Index Fund («XUT»), iShares S&P / TSX Global Base Metals Index Fund («XBM»), iShares S&P Global Healthcare Index Fund (CAD - Hedged)(«XHC»), iShares NASDAQ 100 Index Fund (CAD - Hedged)(«XQQ») and iShares J.P. Morgan USD Emerging Markets Bond Index Fund (CAD - Hedged)(«XEB»)(collectively, the «Funds») may or may not be suitable for all investors.

XL - CV Max retains the highly sought - after features found in Midland National's IUL portfolio, including a zero percent floor on any index credits (subject to a cap), the minimum account value, which guarantees a 2.5 percent average annual return to the account value, and index credits included on the first annual statement.

The five factors Mladina used in his model are the Fama - French market beta, size and value factors plus the term (the return of the Barclays U.S. Treasury Index minus the return of one - month Treasury bills) and default (the return of the Barclays U.S. Corporate High Yield Index minus the return of the Barclays U.S. Treasury Index) factors.

Builder Plus IUL keeps the popular features found in previous Builder Series products as well, including a zero percent floor on any index credits, the minimum account value, which guarantees a 2.5 percent average annual return to the account value, and index credits included on the first annual statement.

As usual, the performance of our stocks relative to the major indices tends to drive day - to - day fluctuations in Fund value when we are hedged, but that differential has also been our primary source of return over time.

Value and Quality doesn't always outperform and market - cap weighted index (such as SPY), but when it does, the returns are very satisfying.

We use a Value and Quality index fund for our exposure to US Large - cap stocks and this year it had a terrific return of 21.9 %.

Using monthly values of sentiment measures as available and monthly index / portfolio returns during January 1990 through December 2015, he finds that: Keep Reading

When the sentiment index is more than one standard deviation above (below) its historical average, monthly returns average -0.34 % (+1.18 %) for the value - weighted market and -0.41 % (2.75 %) percentage points for the equal - weighted market.

In their October 2017 paper entitled «Value Timing: Risk and Return Across Asset Classes», Fahiz Baba Yara, Martijn Boons and Andrea Tamoni examine the power of value spreads to predict returns for individual U.S. equities, global stock indexes, global government bonds, commodities and currenValue Timing: Risk and Return Across Asset Classes», Fahiz Baba Yara, Martijn Boons and Andrea Tamoni examine the power of value spreads to predict returns for individual U.S. equities, global stock indexes, global government bonds, commodities and currenvalue spreads to predict returns for individual U.S. equities, global stock indexes, global government bonds, commodities and currencies.

Growth stocks lead Value as Technology stocks were a significant driver of returns, accounting for more than 40 % of the S&P 500 Index gains in Q1.

Using monthly returns for a broad sample of U.S. stocks and a value - weighted stock market index and investor sentiment data for the period 1966 - 2005, they find that: Keep Reading

The chart shows the values of the S&P 500 index's returns minus the MSCI World ex USA Iindex's returns minus the MSCI World ex USA IndexIndex.

Certainty comes when Mr Market is playing ball, the market indices are invariably gaining in value, and our share portfolios are producing great returns.

The amount of return you receive on an exchange traded note depends on and is based on the performance of a specific market index; whereas, the value of the exchange traded note is affected by changes in credit ratings...

The return of the structured products available on Fidelity.com is measured based on two points: point A (initial or starting index level, which is typically the closing value of the index on the pricing date) and point B (final index level, which is typically the closing value of the index on a date specified in the offering document).

In other words, you would buy $ 354.42 more of the International stock index fund and sell $ 107.58 worth of shares of the U.S. stock fund and $ 246.84 of the bonds, so that the percentages return to the original proportions, as shown in the value of the target asset allocation row.

It has elements of «value investing» that help in total returns but index out - performance is not guaranteed.

Exhibit 2 shows summary statistics of the four dividend indices regressed on Fama - French factor returns including market beta (Mkt - rf), small size (SMB), value (HML), and momentum (MOM).

The Fund will attempt to produce a total return in excess of the return of the S&P 500 Index, and secondarily, the Russell 1000 Value Index over a full market cycle.

While this is often promoted as a way to earn market returns while staying covered by deposit insurance, market - linked CDs can actually earn 0 % in times when the related index goes down in value.

When the investor is young, they tilt equities toward the MSCI USA Diversified Multiple - Factor (DMF) Index to boost returns via value, size momentum and quality beta exposures.

Using worldwide auction data spanning 1999 (the first year of representative coverage in the source database) through 2010 (3,952 total sales), along with the contemporaneous values of the U.S. Consumer Price Index and returns for other worldwide asset markets, they find that: Keep Reading

Using monthly total returns in pounds sterling for the selected asset classes and values of the UK consumer price index during 1970 through 2015, they find that: Keep Reading

For September 28th the strategy sold its positions in Vanguard MSCI U.S. REIT (VNQ) at a loss of 2.64 %, Vanguard MSCI U.S. SmallCap Value (VBR) at a gain of 2.83 % and PowerShares DB Commodity Index (DBC) at a loss of.38 % (individual ETF returns exclude dividends).

However, the Fund may experience a loss even when the entire value of its stock portfolio is hedged if the returns of the stocks held by the Fund do not exceed the returns of the securities and financial instruments used to hedge, or if the exercise prices of the Fund's call and put options differ, so that the combined loss on these options during a market advance exceeds the gain on the underlying stock index.

I would like to understand better the extent to which today's investor could realistically expect to improve his long - term returns by moving money from an S&P index to either a value index or a small - cap index.

Here is the formula used: Sortino is same as Sharpe except its denominator is the annualized downside deviation, which only uses monthly returns falling below TBill average, as shown here: Finally, Martin, which uses same numerator as Sharpe and Sortino, excess return relative to TBill, but it uses the Ulcer Index (UI) for the denominator, which is the square root of the mean of the squared percentage draw downs in value.

Fidelity vs. Vanguard How international small - caps spice up a retirement portfolio Foreign big - cap value stocks outshine U.S. counterparts What global large - cap stocks do for your retirement portfolio Six reasons you should invest internationally How to double your target - date retirement fund's return in a single move Why REITs belong in your retirement portfolio When it pays to go all - in on small - cap value This 4 - fund combo wallops the S&P 500 index Buy the best performing stock sector for 87 years How to make money with small - cap stocks Looking for action?

Over the last 100 years a value investment strategy has a consistent history of outperforming index returns across multiple equity markets.

If the FTSE index returns 3 % over a given period, and the value - added target of the firm is 25 basis points, then the firm is aiming to return 3.25 % over the same period.

The Bloomberg Barclays US Corporate High - Yield Bond Index is an unmanaged broad - based market - value - weighted index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange CommisIndex is an unmanaged broad - based market - value - weighted index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commisindex that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

For example, if you had invested $ 10,000 in US stocks, as represented by the S&P 500 index during all 5,036 trading days of the last 20 years1, you would have returned 8.19 %, and the value of your investment would have been $ 48,250, according to Index Fund Adviindex during all 5,036 trading days of the last 20 years1, you would have returned 8.19 %, and the value of your investment would have been $ 48,250, according to Index Fund AdviIndex Fund Advisors.

The behavior of the iShares Quality and Value ETFs over the first quarter reflected this phenomenon, with the iShares Quality Weighted Index Fund (QUAL) and the iShares Value Index Fund (VLUE) posting excess returns of 1.65 % and -0.73 % over the S&P 500 Index, respectively.

Finally, to apply this adjustment to the total return index series, which accounts for a full history of dividend payments, this value is multiplied by the previous day's total return index level.

Some numbers: From 1928 through 2014, U.S. small - cap value stocks turned in a compound annual return of 13.6 % (compared with 9.8 % for the Standard & Poor's 500 Index SPX, +1.26 %).

Table 1) Select indices, their year - to - date returns, yields and total market value as of September 30th, 2016:

Again, the process is to (1) find the dividends per index point, (2) adjust the price return index, and then (3) apply this adjustment to the previous day's total return index value.

For September 28th the strategy sold its positions in Vanguard MSCI U.S. REIT (VNQ) at a loss of 2.64 %, Vanguard MSCI U.S. SmallCap Value (VBR) at a gain of 2.83 % and PowerShares DB Commodity Index (DBC) at a loss of.38 % (individual ETF returns exclude dividends).

From 1928 through 2014 there were 48 periods of 40 - years, and in every case the small - cap value index had a compound return above 11 %.

The next step is to adjust the price return index value for the day, not the total return index, using the following formula, which combines the dividends and index price change.

The average annual return since 1980 is 10.4 %, better than the appropriate mix of benchmark indexes, so the managers of these funds have definitely added value.