Sentences with phrase «adjusted returns»

Using these risk / return projections, allocations believed to optimize risk - adjusted returns are implemented.

Trading is a business, pure and simple, and the goal is to generate revenues that produces the best risk adjusted returns as an investment.

Managed futures portfolios have historically provided risk - adjusted returns comparable to those of stocks with low correlation to the stock and bond markets.1

«Investors who have embraced the ETF wrapper for its benefits — which may include liquidity, tax efficiency and transparency — want the opportunity to seek better risk - adjusted returns over the long term,» said David Mann, Head of Capital Markets, Global ETFs.

The image (or «mural») represents monthly rank by color - coded quintiles of risk - adjusted returns, specifically Martin Ratio, for 101 funds across five categories.

Two weeks ago I featured some new analysis on Dividend Champions in which I ranked the Dividend Champions based on volatility, momentum, and risk - adjusted returns.

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.

The Firm believes diversified portfolios of the stocks of companies meeting its quality - growth criteria, purchased at reasonable prices, offer superior risk - adjusted returns over the long term.

Morningstar ratings based on risk - adjusted returns.

The Fund's diversified portfolio is built from the bottom - up, and seeks to realize superior risk - adjusted returns.

Given their non-correlation to the market, above average risk adjusted returns, and historically low default rate they seem to be a great investment for those who can stomach it.

Dear Mandar, Your point on «inflation adjusted returns» is valid and that is what I have been truing to convey to all my blog readers.

Many studies have demonstrated that some allocation to non-US (international) stocks has increased risk - adjusted returns.

The studies of Fama, French and many others have convinced splitters that they are likely to receive higher risk - adjusted returns by spreading their investments among several low - cost index funds that invest in the four size / style quadrants of the market: Large Growth, Large Value, Small Growth and Small Value.

To gain insight into risk - adjusted returns of the Seafarer Overseas Growth and Income Fund, let's employ a variant of Alpholio ™'s patented analysis methodology.

Investors are constantly on the lookout for higher risk - adjusted returns, and smart beta strategies may be the path to getting there.

The goal would not be to «beat the market», rather to get higher risk adjusted returns, investing in stocks that have lower p / e and b / v ratios, with his minimum criteria for growth.

A municipal bond fund that seeks to provide after - tax inflation - adjusted returns by using an actively managed inflation hedge while providing income that is typically exempt from federal taxes.

Relative to peers, the Fund has had lower volatility, higher risk - adjusted returns and lower downside capture.1

However, this is merely an accounting effect, and the company's adjusted returns on invested capital are still 28 %, far above the industry average and very impressive for a retailer.

«With their low correlation to both stocks and bonds, managed futures strategies can be a smart choice for investors looking to enhance the risk - adjusted returns of a traditional portfolio,» said Michael L. Sapir, Chairman and CEO of ProShare Advisors LLC.

Risk - adjusted returns, calculated as the ratio of return to volatility, was the highest for the least volatile portfolio, and decreased consistently from the low volatility to high volatility quartiles in all three observation periods.

What one should be fanatical about is expenses, after - tax risk - adjusted returns, keeping it simple, and avoiding mistakes — all of which are good arguments for indexing.

This white paper also highlights 13 popular, well - known asset allocation strategies and illustrates how an allocation to the DRS could offer favorable absolute and risk - adjusted returns.

Of course, over the long - term what counts is real, inflation - adjusted returns, not simply profits over book value.

Using a smart beta TDF can be a good way to produce above - average risk - adjusted returns, but it's by no means a certainty that the fund will be successful.

This helps investors determine the risk - adjusted returns for separate account composites.

For investors looking to balance yield AND risk, risk - adjusted returns are important.

I used load adjusted returns and only the oldest share class.

However, unlike robo - advisors, this strategy dynamically weights the component ETFs according to market conditions, generating superior risk - adjusted returns.

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

Funny how these two charts reflect different time periods but still produce similar results, with elliptical plots pointing to the same conclusion (albeit in reverse): that a 20 % — 40 % foreign stock allocation provides the best mixes that yield optimal risk - adjusted returns.

Nonetheless, CMBS can certainly be very useful as a tactical tool for establishing exposure to this segment in the market for those who believe it offers superior risk adjusted returns or is poised for a period of strong performance.

The bundling of investments increases diversification, which in theory increases risk - adjusted returns.

His innovative solution was the proprietary Swan Defined Risk Strategy, which has provided market leading, risk - adjusted returns through a combination of techniques that seeks to hedge the market and generate market - neutral income.

His innovative solution was the proprietary Swan Defined Risk Strategy, which has provided market - leading, risk - adjusted returns through a combination of techniques that seek to hedge the market and generate market - neutral income.

The barbell strategy attempts to get the best of both worlds by combining low - risk and high - risk assets and getting better risk - adjusted returns in the process.

Liquid Alternatives are simply hedge fund strategies wrapped in a mutual fund format... From a practical standpoint, investors should view these strategies as a way to diversify either bond or stock holdings in order to provide non-correlated returns to their investment portfolios, cushion portfolios against downside risks, and improve risk - adjusted returns.

When combined into a single portfolio the two strategies have led to even better risk - adjusted returns (as gauged by Sharpe Ratio) even when compared to an equal - weight SPY / TLT portfolio.

JOHAX has thereby earned the highest possible ratings from Morningstar (Five Stars, but no analyst rating because they're off Morningstar's radar), Lipper (Lipper Leader, not that anyone really notices, for Total Return and Consistent Returns) and the Observer (it's a Great Owl, which means it has top - tier risk - adjusted returns than its peers in every trailing measurement period).

The benefit for the client being a better understanding of risk, better risk - adjusted returns and more peace of mind.

These loans generally have maturities of less than ten years and provide risk adjusted returns that are far superior to investments with comparable safety.

How useful would that variable have been in explaining inflation - adjusted returns from 1951 through 1960?

They are all passively managed, but they use rules - based strategies designed to deliver better risk - adjusted returns than the overall market.

In other words, it attempts to deliver better risk - adjusted returns.

Lastly, the strategy's Sharpe Ratio, a measure of risk - adjusted returns, was very strong at 1.1.

Fees and taxes are also important, but a portfolio built of top picks that are all from the same sector is risky and unlikely to generate the same risk - adjusted returns as a well balanced portfolio.

But maintaining lists of long and short ideas ranked by likely risk - adjusted returns will yield better decisionmaking, if one will do it.

The former attempts to provide better risk - adjusted returns, but not necessarily returns superior to the benchmark.

«We think investors will be rewarded over the next five to 10 years with decent inflation - adjusted returns,» said Joe Davis, global head of the investment strategy group at mutual - fund giant Vanguard.