Sentences with phrase «active share your portfolio»

It would be wrong for investors to interpret the results in a manner leading them to conclude all managers with high Active Share portfolios will beat their benchmarks.

Of course, it is likely a number of managers with high Active Share portfolios underperformed their benchmarks while others outperformed.

The more active share your portfolio is to the S&P 500, the more potential for outperformance.

Not exact matches

Virgin Group is also an active technology - focused venture investor with a portfolio of over 35 companies spanning the consumer internet, fintech and sharing economy sectors.

In a 2014 monograph Martijn Cremers and Ankur Pareek argued that it is the combination of high active share with low portfolio turnover that produces the opportunity for outperformance1.

For answers, we asked Portfolio Managers Lucy Macdonald and Karen Hiatt — two of our most experienced stock - pickers — to share their thoughts on active investing in turbulent times.

Patrick O'Shaughnessy has a great post, The More Unique Your Portfolio, The Greater Its Potential, outlining how active share is what drives the level of potential before fee excess return for an active manager.

Active Share is the proportion of stock holdings in a fund's portfolio that is different from the composition found in the benchmark.

Active Share simply measures how different a portfolio is from its benchmark.

Active Share is calculated by taking the sum of the absolute value of the differences of the weight of each holding in the manager's portfolio and the weight of each holding in the benchmark index and dividing by two.

Active Share can thus be easily interpreted as the «fraction of the portfolio that is different from the benchmark index.»

Active Share is a measure of the percentage of stock holdings in a manager's portfolio that differs from the benchmark index.

In contrast, Active Share is found by analyzing the actual holdings of a manager's portfolio and comparing those holdings to its benchmark index.

K. J. Martijn Cremers and Antti Petajisto introduced the new measure of active portfolio management, called Active Share, which represents the share of portfolio holdings that differ from the benchmark index holactive portfolio management, called Active Share, which represents the share of portfolio holdings that differ from the benchmark index holActive Share, which represents the share of portfolio holdings that differ from the benchmark index holdShare, which represents the share of portfolio holdings that differ from the benchmark index holdshare of portfolio holdings that differ from the benchmark index holdings.

J. Martijn Cremers and Antti Petajisto introduced a measure of active portfolio management in 2009, called Active Share, which represents the share of portfolio holdings that differ from the benchmark index holactive portfolio management in 2009, called Active Share, which represents the share of portfolio holdings that differ from the benchmark index holActive Share, which represents the share of portfolio holdings that differ from the benchmark index holdShare, which represents the share of portfolio holdings that differ from the benchmark index holdshare of portfolio holdings that differ from the benchmark index holdings.

In his view, high active share means concentrated portfolios that can have high over-performance or high under - performance, but it does not reliably predict which.

Active share is a measure of the extent of the difference between what's in fund's portfolio and what's in the fund's benchmark index.

With a certain degree of share concentration, some mutual funds may even seek board seats of their portfolio companies and try to exert a more active role in corporate governance.

The concept of active share was introduced several years ago as a measure of the degree to which a portfolio of stocks differs from its benchmark.

«Active share» measures the degree to which a fund's portfolio differs from the holdings of its benchmark portfolio, which for QVAL is S&P 500 Total Return index.

An active share of 94.2 is extremely high for a fund with a large cap portfolio.

Active Share simply measures how different a portfolio is from its benchmark.

This process results in a benchmark agnostic, high active share, all - cap portfolio of 30 - 50 businesses which tends to behave differently from traditional Emerging Market indices.

Gargoyle has calculated the active share of the equity portion of the portfolio but is legally constrained from making that information public.

As such, in the Dividend Portfolio, you will see whether or not I have an active DRIP plan for each recommendation, and you will also see my target buy price for bulk share purchases.

Active share is the percentage of stock holdings in a portfolio that differ from the benchmark index.

There is also a problem of which benchmark is chosen to calculate the active share, as frequently the one chosen by the fund's management does not precisely reflect the actual portfolio.

Active Share is the percentage of stock holdings in a portfolio that differ from the benchmark index.

A cross-section of Canada's top portfolio managers share their views on active management, global diversification, recent market volatility and more

The First Asset Canadian Buyback Index ETF (TSX: FBE) «provides investors with exposure to a portfolio of equity securities of quality companies with active share buyback programs that have significantly and consistently reduced their issued and outstanding share count.»

He is often quoted regarding his expertise in high active share, concentrated portfolios.

This purposely distances us from relative benchmark portfolio management styles leading to high active share.»

Martijn Cremers and Antti Petajisto have a series of papers using the concept of «Active Share,» a new measure of active portfolio management which represents the share of portfolio holdings that differ from the benchmark index holdings, to evaluate mutual fund manActive Share,» a new measure of active portfolio management which represents the share of portfolio holdings that differ from the benchmark index holdings, to evaluate mutual fund manaShare,» a new measure of active portfolio management which represents the share of portfolio holdings that differ from the benchmark index holdings, to evaluate mutual fund manactive portfolio management which represents the share of portfolio holdings that differ from the benchmark index holdings, to evaluate mutual fund manashare of portfolio holdings that differ from the benchmark index holdings, to evaluate mutual fund managers.

Based on a patented, proprietary mathematical formula, the TOBAM Diversification Ratio, TOBAM weights individual stocks to minimize the correlations among holdings, resulting in the creation of the «most diversified portfolio,» given a 50 % active share constraint.

Why a Busy Fund Manager Isn't Always Best A debate is on over the concept of «active share» — a measure of how much a portfolio's stocks differ from those in its benchmark.

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Active share is a measure of the difference between a mutual fund's portfolio and the contents of the fund's benchmark index, expressed as a percentage.

If there is no difference between the fund's portfolio and the index, the active share is zero.

Cremers and Petajisto, in a 2009 Review of Financial Studies paper, introducing a new measure of active portfolio management, referred to as Active Share (i.e., the share of portfolio holdings that differ from the benchmark index holdings), found that between 1968 and 2001 U.S. funds that deviated significantly from the benchmark portfolio outperformed their benchmarks both before and after expactive portfolio management, referred to as Active Share (i.e., the share of portfolio holdings that differ from the benchmark index holdings), found that between 1968 and 2001 U.S. funds that deviated significantly from the benchmark portfolio outperformed their benchmarks both before and after expActive Share (i.e., the share of portfolio holdings that differ from the benchmark index holdings), found that between 1968 and 2001 U.S. funds that deviated significantly from the benchmark portfolio outperformed their benchmarks both before and after expeShare (i.e., the share of portfolio holdings that differ from the benchmark index holdings), found that between 1968 and 2001 U.S. funds that deviated significantly from the benchmark portfolio outperformed their benchmarks both before and after expeshare of portfolio holdings that differ from the benchmark index holdings), found that between 1968 and 2001 U.S. funds that deviated significantly from the benchmark portfolio outperformed their benchmarks both before and after expenses.

98.6 «Active share» measures the degree to which a fund's portfolio differs from the holdings of its benchmark portfolio.

High active share indicates management which is providing a portfolio that is substantially different from, and independent of, the index.

Active share, describes how different a portfolio is from its benchmark.

Active share is a measure of a portfolio's independence, the degree to which is differs from its benchmark.

Source: BNY Mellon 5 Source: BNY Mellon 6 Active Share measures the degree of active management by a portfolio maActive Share measures the degree of active management by a portfolio maactive management by a portfolio manager.

Through an active investment policy, KRM22's board intends to use its expertise to help each investment scale, as well as capitalising on cross-selling opportunities, deriving synergies and efficiencies by sharing technical expertise within the portfolio.

With FundFantasy, however, all of these features are eliminated as they bring a safe and friendly environment to share portfolios with an active community.