Sentences with phrase «analysis period»

Finally, at over 18 %, the fund's annualized volatility in the entire analysis period was higher by more than 2 % than that of the reference portfolio.

However, most of the value was added only in the most recent one - third of the seven - year analysis period.

Since some of these reference ETFs only have a limited history, the overall analysis period has been reduced by a couple of years compared to our standard approach.

It looks to me like they used a short analysis period, but it may be due to the data sources they used.

In this approach, both the membership and weights of the member indices are fixed in the entire analysis period.

The following chart shows the composition of the reference ETF portfolio in the same analysis period as above:

analysis periods starting after 1970 are considered too short to calculate meaningful trend values» and ``..

The RealBeta ™ was slightly above that over the longer analysis period.

For the Vanguard Health Care fund in the above analysis period, such a portfolio had top - four positions in the Health Care Select Sector SPDR ® Fund (XLV; constant weight of 37.2 %), iShares Global Healthcare ETF (IXJ; 20.4 %), Guggenheim S&P 500 Equal Weight Health Care ETF (RYH; 17.2 %), and iShares U.S. Pharmaceuticals ETF (IHE; 9.5 %).

We used longitudinal data from the UK Millennium Cohort Study for children born in 2000 — 2001, divided into three separate analysis periods: ages 9 months to 3 years, 3 to 5 years, and 5 to 7 years.

Andy Beckett analyses this period, which saw the end of the old Labour Party and the emergence of Thatcherism, in When the Lights Went Out: Britain in the Seventies (Faber and Faber # 20.00).

In conclusion, over typical analysis periods the Amana Growth Fund failed to add value with respect to its reference ETF portfolios of comparable volatility.

Here are the characteristics of a portfolio consisting solely of this ETF over the identical analysis period:

The percentage of time that lump sum investing outperformed dollar - cost averaging varies depending on analysis period and portfolio construction.

The fund's RealBeta ™ also increased from that over the prior analysis periods.

As a member of the research and development department I increased pilot plant manufacturing efficiency by 50 % leading to a faster project turnaround and created uniform testing procedure to expedite analysis period.

Low occupational status, parental depression, change in the number of siblings in the household (e.g. due to birth of a new sibling), and absence of the birth father at outcome (e.g. due to family breakdown) were more frequent in the study population for the first analysis period (Table 4).

Over the same analysis period, SIZE outperformed THRK, the dominant position in its reference portfolio, in terms of a slightly larger annualized return, as well as higher Sharpe and Sortino ratios:

To adjust for these factors, let's apply a variant of Alpholio ™'s patented methodology in which both the ETF membership and weights do not change over the entire analysis period.

As in the case of OSTFX, the ETF weights for FLPSX significantly fluctuated over the nine - year analysis period.

As a result, in the overall analysis period, the fund generated only a slightly positive (fraction of a percentage point) annualized lag RealAlpha ™.

The RealBeta ™ of the fund was unchanged from that over the longer analysis period.

The above analysis period was dictated by the inception date of the EQL, the youngest of all the ETFs used.

It was also determined that nominal consumption for these groups stayed relatively flat over the analysis period.

Interestingly, when I compared the two donation pages by examining the performance of each from the beginning of the analysis period to the end of the examination period, the new donation page outperformed the old donation page in both total donations and number of donors.

The analysis period of the study covers about eight years.

Unfortunately, during our analysis period, the 4th - grade science exam was only administered in 2000 and 2005 and the 8th - grade science exam was administered in 1996, 2000 and 2005.

The TSR contains 253,463 observations of 54,550 unique teachers in 3rd, 6th, and 8th grades during our analysis period.

During our analysis period, roughly 22 percent of parents requested a teacher each year and 79 percent of teachers received at least one parental request.

During our analysis period, roughly 15 percent of teachers in our data switched to a different grade within the same school from one year to the next, 6 percent of teachers moved to a different school within the same district, and another 6 percent left the district entirely.

It is worth noting that the outperformance of growth stocks over value ones in this analysis period appears to directly contradict the value effect in the classic three - factor model.

The following chart with associated statistics depicts the fixed composition of the reference ETF portfolio for the fund over the same analysis period:

Over the same analysis period, QUAL had a significantly lower return as well as slightly smaller Sharpe and Sortino ratios than those of IWY:

In essence, the reference ETF portfolio embodies average core exposures of the analyzed fund to various factors, indices and strategies over the analysis period.

Compared to its reference ETF portfolio, the fund added a modest amount of value (mostly in the last four months of the analysis period), although the portfolio had a slightly lower volatility.

The Alpholio ™ analysis clearly demonstrated that at times the fund's equivalent cash position was as high as 52 %, and that such market timing efforts did not result in generation of any meaningful RealAlpha ™ in the analysis period.

If the start of the analysis period is advanced to the beginning of 2001, growth slightly outperformed value:

The next chart depicts ETF membership and weight changes in the reference portfolio over the same analysis period:

Over the same analysis period, MTUM outperformed FTC and PWB in terms of the annualized return and Sortino ratio, and had an equal or higher Sharpe ratio:

While the analysis period was relatively short (16 months), this bodes well for the future.

The following chart with associated statistics depicts the static reference ETF portfolio for the fund over the same analysis period:

The following chart with related statistics shows the constant composition of the reference ETF portfolio over the same analysis period:

The following chart with related statistics presents the constant composition of the reference ETF portfolio for the fund over the same analysis period:

The following chart shows weights of ETFs in the reference portfolio for the fund over the same analysis period: