Sentences with phrase «about asset returns»

Not exact matches

It's all about risk - adjusted returns and in the case of venture, the asset class flat out isn't performing.

That's the most disheartening thing about the asset class — and one of the reasons why long term returns aren't where they should be.

Benjamin Tal and Royce Mendes, economists at CIBC World Markets, estimate that Canadians currently hold about $ 75 - billion in excess cash that they typically would have used to purchase assets that promise a return.

PIMCO Total Return Fund holds about $ 244 billion in assets spread across various share classes.

It is generally known that endowments invest in risky assets, but quantifying such risks has remained challenging due to a lack of information about returns.

What pains me about cash is that it's basically a zero real return asset (maybe 1 % real return during good periods, but negative real return since 2008).

The Strategic Total Return Fund currently carries a duration of about 2 years, primarily in U.S. Treasury securities, with just over 15 % of assets allocated to foreign currencies.

In addition to the Total Return Fund's positions in TIPS and short - dated Treasury securities, the Fund continues to hold about 30 % of assets in a diversified group of precious metals shares, utility shares, and foreign currencies.

Arthur Kroeber: Following the financial crisis, Chinese state firms today generate return on assets of about 3 %, and private firms generate 9 %.

The Strategic Total Return Fund currently has an overall duration slightly over 3 years, primarily in straight Treasuries, with a small 1 % exposure to precious metals shares and about 4 % of assets in utility shares.

From record - breaking stock market returns to falling unemployment, the U.S. has no shortage of positive economic indicators, and the majority of investors say they feel confident about achieving both their short - and long - term goals, according to the latest «Morgan Stanley Investor Pulse Poll,» which surveyed more than 1,200 investors age 25 to 75 with over $ 100,000 in assets.

That 42 % underfunding for PERA, by the way, makes very generous actuarial assumptions about the assumed rate of return on assets vs. the assumed payouts.

Giving real - time and searcher - friendly metrics about initial coin offerings (ICOs) and their return of investment (ROI), ICO Stats is a turn - to site for cryptocurrency venture - starters and digital asset enthusiasts alike.

Because Berkshire shares don't pay dividends, the income implies that the non-Berkshire assets were valued at about $ 500 million if he had investment returns of 13 percent.

Equities are essentially 50 - year duration investments at current valuations, and even if investors are passive and don't hold any view about future market returns at all, one of the basic principles of financial planning is to align the duration of ones assets with the expected horizon over which the funds are expected to be spent.

«Over the last few months, sentiment about fixed income has flipped dramatically: from a favored investment destination that is deemed to benefit from exceptional support from central banks, to an asset class experiencing large outflows, negative returns and reduced standing as an anchor of a well - diversified asset allocation.»

In our view, the current market environment begs for investors to honestly assess their tolerance for loss, to align the duration of their investment portfolio with the horizon over which they expect to spend their assets; to consider their tolerance for missing returns should even this obscenely overvalued market continue to advance for a while; to understand historical precedents; to consider whether they care about such precedents; and to decide the extent to which they truly believe this time is different.

In their May 2012 paper entitled «Adaptive Asset Allocation: A Primer», Adam Butler, Michael Philbrick and Rodrigo Gordillo backtest a progression of strategies culminating in an Adaptive Asset Allocation (AAA) strategy that incorporates return predictability from relative momentum (last 120 trading days, about six months), volatility predictability from recent volatility (last 60 trading days) and pairwise correlation predictability from recent correlations (last 250 trading days).

Strategic Total Return continues to carry a duration of about 3.5 years in Treasury securities (meaning that a 100 basis point move in interest rates would be expected to impact the Fund by about 3.5 % on the basis of bond price fluctuations), and holds about 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.

The Strategic Total Return Fund continues to carry a duration of just under 2 years, mostly in Treasury inflation protected securities, and about 20 % of assets in precious metals shares, for which the Market Climate continues to be favorable at present.

But if you're going to compare the rate of return on stocks to the rates of return on other assets, you'd better be talking about securities of similar duration.

The Strategic Total Return Fund has reduced its exposure to precious metals shares to about 8 % of assets, but is likely to increase rather than decrease this exposure on weakness in this group.

If your risk free assets can get about the risk - free rate of return (~ 1.6 % currently), all the better.

The prevailing overvalued, overbought, and overbullish combination of conditions has historically been associated with subsequent market returns below Treasury bill yields, so while we hold about 1 % of assets in call options as a modest speculative exposure to market fluctuations, a larger exposure closer to 2 % continues to await a short - term pullback sufficient to «clear» that overbought condition.

It takes about an hour to rebalance your asset allocation and you will likely receive an added return every year.

Ken: If you think about that return on our equity or the return on our total assets including debt based on normal accounting, of which of course normal accounting is not terribly accurate, they're double - digit returns.

Suffice to say that 1x book value for BAC is about right given the bank's asset and equity returns, and the state of the credit markets.

The Strategic Total Return Fund continues to trade around a duration of about 2 years, mostly in Treasury inflation protected securities, with about 20 % of assets in precious metals shares.

Strategic Total Return continues to carry a duration of about 3 years in Treasury securities (meaning a 100 basis point move in interest rates would be expected to impact Fund value by about 3 % on the basis of bond price fluctuations), with about 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.

Overall, Strategic Total Return presently holds about 14 % of assets in precious metals shares - still a constructive position in light of continued favorable conditions, but restrained enough to accept the possibility of short - term volatility without much worry.

In my previous article about Asset Allocation, I wrote about different asset classes and the potential return we could get from Asset Allocation, I wrote about different asset classes and the potential return we could get from asset classes and the potential return we could get from them.

An advisor may also generally provide a client with historical information about assets, such as historical rates of return for different asset classes.

Through time, the return on capital (defined to mean basically any asset) is about 5 per cent and growth averages 1 per cent to 2 per cent.

Perhaps most painful is that because of the way funds (about $ 322m) returned from Switzerland were mishandled, we now have to accept conditionalities before our stolen assets are even returned to us.»

It's 1997, and the British are about to return Hong Kong to Chinese rule, Joe Lennox, a young operative for SIS (MI6), loses both his girlfriend and his first high profile asset - a prominent defector who disappears from a safe house.

So having a long time horizon allows you to allocate more capital to higher - risk, higher - return asset classes without worrying about short - term price fluctuations.

The Strategic Total Return Fund remained positioned largely in Treasury Inflation Protected Securities, with about 25 % of assets allocated between precious metals shares, foreign currencies, and utility shares.

The authors conducted 10,000 Monte Carlo simulations with three different sets of assumptions about stock and bond returns, equity risk premia as well as inflation rates, 121 lifetime asset allocation glide paths, annual withdrawal rates of 4 % and 5 %, and time horizons of 20, 30 and 40 years.

This implies an explicit foreign equity exposure of 20 % of the total portfolio and about 28.6 % of its equity portion (20 % in a portfolio with 70 % of «assets that promise equity - like returns»).

Since indexing is all about capturing an asset class's returns at the lowest possible cost, does it make sense to simply buy all (or most) of the REITs in these funds directly and avoid management fees altogether?

There was an interesting post on Bloomberg regarding asset class correlations, and a lot of blogs wrote about it, including Abnormal Returns, which did a nice summary, and expanded the argument to...

What's interesting about this comment, is Klarman has been able to produce really solid returns on a very large amount of capital, and I think it's in large part because of the simple math of asset turnover — Klarman buys bargains, waits for them to be valued at a more reasonable level, sells them, and repeats.

The rally in gold stock prices late in the week gave us an opportunity to clip our exposure back to about 6 % of assets in Strategic Total Return.

That means you will be paying about.1 % more in expenses but pick up asset classes that should more than make up for the difference in return.

Strategic Dividend Value is hedged at about half the value of its stock holdings, and Strategic Total Return continues to hold a duration of just over 3.5 years (meaning that a 100 basis point move in interest rates would be expected to impact Fund value by about 3.5 % on the basis of bond price fluctuations), with less than 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.

If I used the average return in each of those asset classes, the return was about 1 % better than BRK.A, with the average of the mutual funds in those classes.

My latest calculator, the Asset Allocation and Portfolio Performance Calculator, came to fruition after I put together my post about the Callan Periodic Table of Investment Returns.

Recent market volatility shouldn't be enough to threaten the economic cycle, but does it temper optimism about the return potential of risk assets?

If you are really interested in the best returns long term, I suggest you starting reading about the asset class that focuses on small cap value.

A: If you are nervous about international asset classes, I assume you will be interested in the fund with the least risk, and therefore lowest expected return.