Sentences with phrase «adjusted equity risk»

Not exact matches

And that will require investors to adjust their strategy and their expectations henceforward — by paying more for equities, taking on more risk with fixed income and socking away more than they used to.

It demonstrates that a global equity framework can provide diversification and higher long - term risk - adjusted returns for investors from high growth countries who often hold home - biased equity portfolios that can have high concentration risk.

3) Senior position in the capital structure with participation in equity upside presents superior risk - adjusted return profile.

As a result, we believe credit offers less upside than equities on a risk - adjusted basis if our scenario of sustained global expansion pans out.

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals funds Through: 03/31/2018

The Fund is an ideal complement to bullion for investors interested in silver; exposure to both equities and bullion can provide better risk - adjusted returns over the long - term;

NWQ is suitably resourced and experienced to be able to deliver clients an actively risk managed portfolio of Australia's leading equity hedge funds that has an ability to generate attractive risk adjusted returns irrespective of equity or bond market direction.

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals Through: March 31, 2018

Individual investors who trade equity options underperform those who do not by a risk - adjusted average of 1 % (2.75 %) per month based on gross (net) returns.

Estimates of the future equity risk premium should start with historical results and then adjust for expected shifts in stock market variability and non-repeatability of unusual past cash flows.

Returns by media type are similar whether measured simply in excess of the risk - free rate or adjusted for multiple risk factors common to long / short U.S. equity hedge funds.

A portfolio of global equity markets should be expected to produce a superior risk - adjusted return to any one region held in isolation.

Translation: «We think 2016 will be the year where credit outperforms equities on a risk - adjusted basis,» Sheets says.

Evidence does not support beliefs that advisors substantially help or hurt risk - adjusted returns for mixed portfolios or equity - only portfolios.

We maintain our focus on high - quality equity, fixed income securities and a diversified portfolio designed to achieve solid risk - adjusted returns.

Chapter 15 — Implications for Companies advises companies on adjusting their decision - making to an era of international projects and a lower equity risk premium.

We sift through the equity universe to identify issues that we believe the marketplace has priced incorrectly and that offer attractive risk - adjusted return possibilities.

WFC's equity currently trades a 1.5 x book value reflecting the 12 % return on equity, but WFC has just a 1 % risk - adjusted return on capital (RAROC).

Nominal equity returns in high single digits don't get it done when your cost of capital is in the teens, but even more revealing is looking at the zombie banks in terms of risk - adjusted return on capital or RAROC.

Alignvest Private Capital (APC) seeks to invest in opportunities that have attractive risk - adjusted returns across private investments including equity, debt, and structured equity transactions.

Our analysis shows that an investor would have achieved more than double the risk - adjusted performance of a median equity trend strategy by trading a diversified strategy across many diverse markets.

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals Through: 6/30/2015

USERX currently has four stars overall from Morningstar, among 71 Equity Precious Metals funds as of 6/30/2015, based on risk - adjusted returns.

To estimate portfolio alphas, he adjusts for six factors (equity market, equity size, equity value, equity momentum, bond term and default risk).

Iron Equity Premium Income Fund will seek to provide superior risk - adjusted total returns relative to the CBOE S&P 500 BuyWrite Index (BXM).

Here is how I applied its formula: OK, a few comparisons that I found insightful: Mutual Shares Z MUTHX is the top performer in APR relative to SP500 and tops all risk adjusted return (RAR) indices in the 50 year equity category.

While this approach suits many MFO readers just fine, especially having lived through two 50 percent equity market drawdowns in the past 15 years, others like Investor on the MFO Discussion Board, were less interested in risk adjusted return and wanted to see ratings based on absolute return.

In sum, the Becker Value Equity Fund has added a modest amount of value for its investors on a fully risk - adjusted basis, especially if its outperformance in the last six months is factored in.

It is tough to manage any asset class while adjusting the risk level to reflect what should not be done in a given era, whether in equities or debt.

The above data show that small - cap growth stocks have indeed provided higher risk - adjusted returns than large - cap equities did.

In addition, the return - on - equity strategy beat the low - volatility strategy on a risk - adjusted basis.

Under current management, the Invesco Small Cap Equity Fund could have effectively been substituted, and with better risk - adjusted performance, by a fixed portfolio of a handful of small - cap ETFs.

Because USMV's market - like returns have come with less risk, its risk - adjusted returns (a measure of how much risk is involved in generating a security's return) have been better than 99 % of large - cap domestic equity mutual funds and ETFs since its inception.2

Templeton Dynamic Equity Fund will seek risk adjusted total return over the longer term.

Using Charles's fund data screener at MFO Premium, I searched among the funds that predominately invest in U.S. equities for those with the highest risk - adjusted returns over the full market cycle.

RAE systematic active equity strategies seek to generate superior risk - adjusted returns.

Researchers have found that equity indices constructed randomly by «monkeys» would produce higher risk - adjusted returns than an equivalent market capitalisation - weighted index over the last 40 years.

And that will require investors to adjust their strategy and their expectations henceforward — by paying more for equities, taking on more risk with fixed income and socking away more than they used to.

I was researching the subject and reading Strategic Allocation to Premiums in the Equity Market by David Blitz which concludes that an entire porfolio of smart beta can produce a premium above the market, and better risk adjusted returns than a single factor.

They focus on net fund alphas, meaning after - fee returns in excess of the risk - free rate, adjusted for exposures to three kinds of risk factors well known at the start of the sample period: (1) traditional equity market, bond market and credit factors; (2) dynamic stock size, stock value, stock momentum and currency carry factors; and, (3) a volatility factor specified as monthly returns from buying one - month, at ‐ the ‐ money S&P 500 Index calls and puts and holding to expiration.

The strategy aims to sell assets when their risk - adjusted expected return is falling (rising market volatility) and buying equities when their risk - adjusted expected return is rising (falling market volatility) to provide better risk - adjusted portfolio returns and to account for investor's risk tolerance.

These bond markets have historically delivered comparable, if not better, risk - adjusted returns than their respective equity markets.

Though the total return of U.S. bonds may be lower, the risk - adjusted returns of U.S. bonds were comparable to those of U.S. equities over the past year (see Exhibit 2).

Like the Nationwide Maximum Diversification U.S. Core Equity ETF (MXDU) launched last year, the Nationwide Maximum Diversification Emerging Markets Core Equity ETF (MXDE) seeks to deliver higher risk - adjusted returns relative to market cap - weighted strategies by creating a more diversified risk allocation aimed at capturing the full equity risk prEquity ETF (MXDU) launched last year, the Nationwide Maximum Diversification Emerging Markets Core Equity ETF (MXDE) seeks to deliver higher risk - adjusted returns relative to market cap - weighted strategies by creating a more diversified risk allocation aimed at capturing the full equity risk prEquity ETF (MXDE) seeks to deliver higher risk - adjusted returns relative to market cap - weighted strategies by creating a more diversified risk allocation aimed at capturing the full equity risk prequity risk premium.

The company's investment and risk management approach is reflected in its name - Risk Adjusted Returns to Equity (RARE), with the risk / return relationship being a prime forisk management approach is reflected in its name - Risk Adjusted Returns to Equity (RARE), with the risk / return relationship being a prime foRisk Adjusted Returns to Equity (RARE), with the risk / return relationship being a prime forisk / return relationship being a prime focus.

TimesSquare believes that its proprietary fundamental equity research skills, which place particular emphasis on the assessment of management quality, an in - depth understanding of superior business models, and valuation discrepancies, enable the firm to build diversified stock portfolios that will generate superior risk - adjusted returns.

These funds typically have lower risk, lower volatility, and less capital gains than other equity funds and can be combined with a number of other types of mutual funds to tweak the investment objective and adjust the risks and returns.

Similarly, adding a 10 % listed property allocation to the equity portion of a 60 % S&P / NZX 50 and 40 % S&P / NZX Composite Investment Grade Bond Index portfolio resulted in a further reduction in volatility and higher risk - adjusted return over the trailing five - year period.

Our stylized portfolios that blend six factors (volatility, value, quality, size, momentum, and dividend yield) with four different strategies (marginal risk contribution, minimum variance, Sharpe - ratio weighted, and equity weighted) demonstrated higher risk - adjusted returns than the S&P 500 ®, with a lower tracking error than most single - factor strategies (see Exhibit 1).

Noticeably, the one - year, risk - adjusted return of the S&P / ASX Australian Fixed Interest 0 + Index came at 4.67, which is four times the equities index's return for the same period.