Sentences with phrase «annualized average returns»

Finding the last 12 months and last three years annualized average returns are harder than finding the year - to - date numbers.

«Templeton Growth Fund posted a 13.8 % annualized average return from 1954 to 2004, well ahead of the Standard & Poor's 11.1 %.»

To achieve a mere 5 % annualized average return over the next 5 to 10 years, it's likely that stocks will undergo dramatic variations possibly including a significant stock market decline or two.

Mean return represents the annualized average return of a portfolio from which the standard deviation is calculated.

Not exact matches

Return on equity is the ratio of annualized net income less preferred dividends to average shareholders» equity for the periods presented.

Core return on equity is the ratio of annualized core income less preferred dividends to adjusted average shareholders» equity for the periods presented.

Companies with a voting imbalance posted an annualized return of 8.8 %, whereas Family Index firms with balanced voting structures underperformed the market, returning 5.1 % a year on average.

While this approach has worked so far — Edgepoint's four - star Global Portfolio Series fund has a 13 % five - year annualized return, nearly 3 % better than the category average, according to Morningstar — it's going to be tested.

According to the CIBC study, which examined various reports that have attempted to compute an annualized average «return on investment» on education and found stark divergences depending on the field of study, the university premium over college has also narrowed and now comes to 0.7 percentage points.

While $ 2,400 seems like not much payoff for a lot of work, it can look far more impressive with time, if it's invested in a low - cost index fund that's earning the S&P 500 average annualized return of 9.8 %.

Morgan Stanley's Tier 1 capital ratio, under Basel I, was approximately 15.1 % and Tier 1 common ratio was approximately 13.1 % at September 30, 2011.6, 10 The annualized return on average common equity from continuing operations was 14.5 % in the current quarter.

Since its launch in 2005, it has returned an annualized 9.8 percent, while the broader Standard & Poor's 500 stock index has climbed an average 6.7 percent per year during the same time.

Multiples below 12, coupled with favorable market action, were associated with annualized returns of 12.5 %, while multiples below 12 coupled with unfavorable market action were associated with further mild losses averaging -4.5 % annualized.

For example, if you had an investment that went up 100 % one year and then came down 50 % the next, you certainly wouldn't say that you had an average return of 25 % = (100 % - 50 %) / 2, because your principal is back where it started: your real annualized gain is zero.

At that point annualized returns were lower than the average 7 % so you are already 1 - 2 years behind the curve.

The closed positions (26) returned a simple annualized average of 80.74 % on 10,794 in profits.

Moreover, if we look at periods when the economy was in an expansion, trend uniformity was negative, and the S&P price / peak - earnings ratio was above its historical average of 14 (it's currently 21), the average total return drops to a -8 % annualized rate.

Even measured against this bull market's impressive results, technology stocks have been excellent investments, outpacing the 19.4 percent annualized return of Standard and Poor's 500 - stock index by four percentage points per year, on average, since...

Key performance metrics are annualized average gross return, annualized standard deviation of returns, annualized gross Sharpe ratio (assuming risk - free rate 0 %) and maximum drawdown.

The average annualized rate of return for stocks, discounting inflation, is only 6.7 %.

On average position gains 42.47 % in 45.33 days, which provides an annualized return of 119.37 %.

Historically, though, the annualized return — the amount of money you actually receive per year, instead of the inaccurate «averaged return» many investors use — for the market has been 6 - 7 % over its duration, when adjusted for inflation.

After all, the average annualized return for U.S. large cap stocks over the past twenty years is only 7.5 %.

If you had invested at the beginning of 2007, you'd have an annualized return of -2.48 %, which means you'd actually lose an average of $ 18,906.27 a year.

Most importantly, the Fund has returned an average of 8.4 % per year since its inception in October 2006, outperforming the MSCI World Index's annualized gain of 5.0 % over the same period.

The average annualized return for the S&P 500 Index when Republicans were in control was a robust 15.1 %.

After - tax average annual total returns represent the average change in value of an investment on an annualized basis.

The Fund has returned an average of 2 % per year since its inception in October 2006, outperforming the MSCI World Index's annualized loss of 2 % over the same period.

The chart below shows the average 6 - month, 12 - month and 18 - month returns (annualized) following a first - time cut by the Fed.

The average annualized weekly return of bonds outside of equity bear markets has been 5.51 %.

In the absence of a pickup in consumer spending, annualized, real GDP — adjusted for inflation — is forecast to be between 2 % and 2.5 %, instead of the 4 % average since World War II, and annualized returns on US equities and investment - grade bonds is estimated at 4 % and 1 %, respectively, for the next 10 years.

The average annualized weekly return of bonds inside of equity bear markets has been 7.89 %.

On average a position gains 42.47 % in 45.33 days, which provides an annualized return of 119.37 %.

The average annualized weekly return of stocks inside of equity bear markets since 1940 has been -24 %.

The average annualized weekly return of stocks outside of equity bear markets since 1940 has been 21 %.

Average annualized return between the S&P / TSX Composite and the S&P 500 Index since 3/9/2009.

Even though investing in the best decile of a composite of value factors averages out to have excess returns of almost four percent annualized, when looking at shorter investment periods it only works a little better than two out of three years on a one - year basis.

A backtest, from Jan - 2000 to end of Jun - 2017, showed a 17.7 % annualized return with a maximum drawdown of -23.3 % and a low average annual turnover of about 70 %.

Discover five of the best - performing mutual funds offered by American Funds, based on the funds» five - year average annualized returns.

From that day through March 5, 2018, RZV has put together average annualized returns of 25.5 percent, good for a cumulative return of over 670 percent, according to Morningstar.

They specify momentum as the average of annualized total returns over the past 1, 3, 6 and 12 months.

From Jonathan Burton in MarketWatch (9/2/11): «The Prudent Speculator returned 8.8 % annualized for the decade through July 2010, compared to a 3.7 % average gain for the Wilshire 5000 Total Market Index, according to the Hulbert Financial Digest... The Prudent Speculator's one - year gain of 22.1 % tops its benchmark's 20.7 % return.

In the e-mail, a copy of which was obtained by SI, Blake claimed without caveat that «Triton is averaging 32 % annualized return on its investments within the past five years.»

Reflecting a strong capacity for internal capital generation, the Group's Shareholders» Fund grew by 8 percent to N483.1 billion, whilst it delivered an annualized 18.2 % return on average equity (RoAE) and an Interim Dividend of N0.20 per Share.

Here is the formula used: Sortino is same as Sharpe except its denominator is the annualized downside deviation, which only uses monthly returns falling below TBill average, as shown here: Finally, Martin, which uses same numerator as Sharpe and Sortino, excess return relative to TBill, but it uses the Ulcer Index (UI) for the denominator, which is the square root of the mean of the squared percentage draw downs in value.

The average return drops to 2.2 percent annualized when the percentage of countries drops below 80 percent.

The study shows that over a 20 - year period ending December 31, 2010, the AVERAGE equity mutual fund investor would have earned an annualized return of only 3.27 percent versus the Standard and Poor (S&P) gain of 9.27 percent.

In professors Gerald Martin and John Puthenpurackal's study of Berkshire Hathaway Inc. (NYSE: BRK.A)(NYSE: BRK.B)'s stock portfolio's performance from 1980 to 2003, they discovered that the portfolio's 261 investments had an average annualized rate of return of 39.3 %.

Rolling returns are calculated by taking average annualized returns for several blocks of periods at different intervals.

The most common way to express returns is using average annual return, also referred to as annualized return or compound annual growth rate (CAGR).