Sentences with phrase «average monthly return»

For example, an investor can compare two portfolios with the same average monthly return of 5.0 %, but with different standard deviations.

The fund had the highest average monthly return relative to peers in months when equities sold off.

Using Top 1 generates a slightly lower average monthly return and a slightly higher standard deviation of monthly returns.

For this sample, Top 1 has the lowest average monthly return and a middle - of - the - pack standard deviation of monthly returns.

Value has higher average monthly return for only one of three size categories, but lower monthly return volatilities for all three.

The following table compares average monthly returns, standard deviations of monthly returns, monthly reward / risk (average divided by standard deviation), compound annual growth rates (CAGR) and maximum drawdowns (MaxDD) for the six ETFs above over the available sample period of 16.5 years.

Each year, average monthly return relatives from equally weighted portfolios were compounded over the twelve monthly periods, then 1 was subtracted from the resulting value to obtain the average annualized return for the portfolio.

My Factset backtest suggests such stocks trading below liquidation value have averaged a monthly return of 1.5 % since the mid 1990s, compared to -0.2 % for the Topix.

The horizontal axis measures the average monthly return net of the US return over the same periods.

Going back to 1970, the average monthly return for gold following a close above the 12 - month moving average is 1.47 %.

The average monthly return following a close below the 12 - month moving average is -0.15 %.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for DBV and the average pairwise correlation of DBV monthly returns with the monthly returns of the above assets.

The sample period is bullish for equities, with the average monthly return of the local stock market 1.6 % above the risk - free rate.

Monthly reward / risk is the ratio of average monthly return to standard deviation of monthly returns.

To aggregate, we define monthly value return as the equally weighted average monthly return of IWN, IWS and IWD and monthly growth return as the equally weighted average monthly return of IWO, IWP and IWF.

For holding intervals longer than one month, they average monthly returns for overlapping positions.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for BWX and the average pairwise correlation of BWX monthly returns with the monthly returns of the above assets.

Historically, the S&P / TSX Capped REIT Income Index exhibited higher best monthly returns, average monthly returns, and maximum rolling 12 - month returns compared with the benchmark.

The chart shows the average monthly returns for 20 groups of stocks sorted by size before and after correcting for the upward bias in the database.

This is Decile 1 from the Average monthly returns to decile BM portfolios chart in yesterday's post.

25 years is a long time for a cycle to turn, but I'm reasonably confident that the high BM strategy will again generate average monthly returns in line with the long - run average on yesterday's chart, which means average monthly returns in the vicinity of 1.2 % to 1.4 %.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXX and the average pairwise correlation of VXX monthly returns with the monthly returns of the above assets.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXZ and the average pairwise correlation of VXZ monthly returns with the monthly returns of the above assets.

Another way to look at it: had you invested your money during the month of September every year since 1926, you would have had an average monthly return of -.76 %!

Exhibit 1 shows the rolling two - year correlation of the average monthly return of unconstrained bond funds to that of the U.S. and global aggregate bond indices.

First, the average monthly return of the 90 - day Treasury bill (over a 36 - month period) is subtracted from the portfolio's average monthly return.

If you divide the percent bull market gain by the months of the duration of the bull market to get an average monthly return.

There are only 2 times in the history that the average monthly return exceeds the current monthly return.

As you would expect, these average monthly returns are all positive.

Version C takes things out 30 years and includes a graph and table of the results, and Version D users can use the values that are input for average monthly return and standard deviation, or they can find and enter their own for any index they choose too, or their expectations.