Sentences with phrase «achieve the highest return relative»

Not exact matches

If the Sharpe Ratio of a portfolio is low (e.g. less than 0.3) then the investor knows that relative to a portfolio with a higher Sharpe Ratio (e.g. 0.5), they would be exposed to greater risk, and therefore greater potential losses, in order to achieve the same level of return.

Jensen's approach to investing focuses on those companies with a record of achieving high returns over the long term and which the firm believes are undervalued relative to their business performance.

This shortlisting further endorses our strong investment performance as reported by ARC's Private Client Indices (PCIs) from Q2 2017, where we have achieved higher returns over five years than practically all of our competitors relative to the risk taken.