Sentences with phrase «volatility index outperformed»

Why it Matters: The S&P Low Volatility index outperformed the S&P 500 by 2 percentage points per year for the 20 - year period ending September 30th, 2011.

Not exact matches

While the S&P 500 Value Index has slightly outperformed so far in 2016, amid greater market volatility, it has woefully lagged behind for much of this market cycle.

That may explain why the MSCI Minimum Volatility Indexes, which historically outperformed in defensive markets, are now the most popular MSCI factor iIndexes, which historically outperformed in defensive markets, are now the most popular MSCI factor indexesindexes.

Over the past decade lower volatility stocks in the S&P 500 have outperformed the index as a whole.

Working 10 years for Tocqueville Finance, as Fund Manager since 2006, Sebastien delivered from 2008 a robust track record with 5 successive years outperforming the European index together with a lower volatility.

Unlike beta, which simply measures volatility, alpha measures a portfolio manager's ability to outperform a market index.

Coming from a background analysing non-equity funds with much lower volatility, someone who can outperform an equity index with significantly less vol appeals much more than the same outperformance but with greater than index volatility.

Seeks to outperform the S&P 500 Index with less volatility (standard deviation) over a full market cycle by investing in companies that compound earnings and capital and by taking advantage of valuation anomalies.

The fact that the S&P U.S. High Yield Low Volatility Corporate Bond Index is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond secIndex is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond secindex outperforms the return frontier established by the two bond sectors.

«NOBL's underlying index, which contains those S&P 500 companies that have grown their dividends for at least 25 consecutive years, has not only outperformed the S&P 500, but has done so with lower volatility.»

In the U.S., our low volatility indices for large, mid -, and small - cap stocks all outperformed their benchmarks for 2015 through August 21.

«Indeed, since its inception, NOBL's index has outperformed the S&P 500 with lower volatility.»

Low Beta Tactical 500 Fund will seek to outperform the S&P 500 with lower volatility than the Index.

We looked at data between 1978 and 2014 to find that dividend payers in the S&P 500 Index have historically outperformed non-dividend payers over the long term and have done so with less volatility.

For example, equally - weighted indices outperform and minimum - volatility underperforms when growth is strengthening.

When economic growth slows, a quality index will outperform — but if this is coupled with low inflation then minimum volatility will outperform.

The S&P Access Hong Kong Low Volatility High Dividend Index and the simple high dividend yield portfolio outperformed the HSCI in seven and six out of ten of these market cycle phases, respectively.

7 of 10 Largest global equity mutual funds match or outperform index, Including the # 1 performing Cundill Value Fund and # 2 performing Ivy Foreign Equity Fund — with lower volatility

MG: Do you have any studies that show that dividend payers as a group outperform a broad index with less volatility, which seems to me is saying you can get more reward without taking on more risk?

An equally - weighted portfolio of the ten biggest companies in Canada outperformed the index while producing less volatility.

Only one out of the five quintiles demonstrated a higher annualized return than the U.S. Aggregate Bond Index, and none outperformed the U.S. Aggregate Bond Index in terms of return per unit of volatility.

In fact, a recent Fidelity survey found that many investors think index funds, which attempt to match a market benchmark like the S&P 500 (before fees), are less risky than active funds, which attempt to outperform a benchmark.1 That may help explain why during 11 weeks of heightened market volatility in 2015, investors bought index funds but sold active funds at seven times the average rate during nonvolatile weeks.2

High beta, value factors among the star performers, while low volatility lags amid heightened appetite for risk The high beta, value and size factors outperformed the broad - market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18 % during the three - month period — outpacing all other Read more -LSB-...]

In the Journal of Index Investing, the author espouses, «Compelling empirical evidence has shown that lower volatility stocks... have historically outperformed their higher - volatility counterparts.»

Therefore, in periods when the S&P 500 performs poorly, we could typically expect both the S&P 500 Low Volatility Index and the S&P 500 Dividend Aristocrats to outperform, as both indices are made up of low volatiliVolatility Index and the S&P 500 Dividend Aristocrats to outperform, as both indices are made up of low volatilityvolatility stocks.

Hedge funds often have a specific benchmark such as a market index or interest rate they are trying to outperform, or they may focus on achieving a benchmark return with less volatility.

During 2017 REITs outperformed the Russell 2000 Value Index (9.27 percent vs 7.84 percent) with substantially less volatility (11.7 percent vs 15.9 percent at the end of December) and an exceptionally low correlation (52 percent at the end of December).