Sentences with phrase «average monthly return for»

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.

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 BWX and the average pairwise correlation of BWX 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 DBV and the average pairwise correlation of DBV monthly returns with the monthly returns of the above assets.

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

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.

Not exact matches

On average, the monthly returns for these periods are 40 basis points less than US returns.

The following chart, constructed from data in the paper, summarizes average (equally weighted) monthly returns for groups of hedge funds formed each month based on exclusive coverage by each of the three media types the prior month.

When the sentiment index is more than one standard deviation above (below) its historical average, monthly returns average -0.34 % (+1.18 %) for the value - weighted market and -0.41 % (2.75 %) percentage points for the equal - weighted market.

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

Remember: If you invest via a tracker for the long term and take advantage of volatility through monthly savings, you sidestep a lot of these issues to achieve average returns.

Individuals in the top 10 % of past performers earn average abnormal (adjusted for size and momentum effects) monthly returns starting at 7.85 % after one month and falling gradually to 5.20 % after 36 months.

Such timing is a difficult in reality, and you'll often be better investing monthly through the highs and the lows for average returns, or rebalancing according to pre-set asset allocations.

They measure short term risk as the average of the worst 1 % of annual returns from 10,000 bootstrapping simulations that randomly draw three months of returns at a time from 20 - year historical pool of returns for these indexes, thereby preserving some monthly return autocorrelations and cross-correlations.

Looking at it another way, BTN Research estimates that, assuming 5 % average annual investment returns, for every $ 1,000 of monthly income you want over a 30 - year retirement, you need $ 269,000 in the bank.

We focus on gross compound annual growth rate (CAGR), gross maximum drawdown (MaxDD) and rough gross annual Sharpe ratio (average annual return divided by standard deviation of annual returns) as key performance statistics for the Top 1, equally weighted (EW) Top 2 and EW Top 3 portfolios of monthly winners.

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.

With their byzantine methods of calculating returns (daily average, annual point - to - point, monthly point - to - point), for example, fixed indexed annuities can get mind - numbingly complex.

In the 2012 Vanguard study, «Dollar - cost averaging just means taking risk later,» the authors looked at historical monthly returns for $ 1 million invested as a lump sum and through dollar - cost averaging over periods as short as 6 months and as long as 36 months, assuming that funds were kept in cash before being invested.

Average monthly excess returns for July are higher than any other month, and this is found to be statistically significant (see Exhibit 1).

Notice that I added a new column at the end for the weighted average return for all ten asset classes (assuming a ten percent stake in each asset class rebalanced monthly).

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 %.

It may be difficult to swallow, but this bull market that is one of the longest since 1928 is pretty average in terms of its monthly average returns for a long bull market.

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

In the balanced category, the Manulife Monthly High Income tops the list for the second year in a row with consistent above - average returns.

I have wondered for a long time why the Shadow Stock Portfolio's compound annual average return is measured against the VTSMX, rather than the NAESX and the DFSCX like you do when reporting monthly and YTD performance?

To minimize biases, they: include live and dead funds; remove the first 18 months of returns for each fund; consider only funds that have at least 36 monthly returns and average assets under management $ 10 million; and, consider only funds that report net monthly excess returns in U.S. dollars.

• 25 - year time - weighted rate of return calculator that tells the rate of return each year, and averages for multiple years, considering all of the unequal monthly cash flows that happen with investment portfolios in the Real World: Dividends / capital gains / spent withdrawals and taxes on them, as well as contributions.

We calculated the monthly returns for the value vs. growth portfolio to be equal to the average of the five high BE / ME portfolios minus the average of the five low BE / ME portfolios in the dataset referenced above.

The average variability in monthly returns for the CAN SLIM screen has been 8.8 %, as measured by standard deviation.

Average returns for each decile were calculated on a monthly basis over five different time periods:

Monthly Monitor: The average diversified U.S. - stock fund's total return was 0.3 % in April and unchanged for the year.

A thirty year mortgage is a great thing at these rates (I wish I could get a 50 year mortgage), especially if inflation returns to its historical averages of 3 — 4 % or higher, and if you can invest the difference between the monthly payments for the 15 and 30 year mortgage and earn more than 3.88 % on that money you will be much better off than if you'd gotten a 15 year mortgage.

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.

They are delivering an average of four to 10 times return on that monthly fee for existing clients after four to six months of services.

These numbers indicate an average of four to 10 times returns on their monthly fee for existing clients after four to six months of services.

These numbers indicate an average of four to 10 times return on their monthly fee for existing clients after four to six months of services.

In April 2012, the last time monthly natural gas generation came close to surpassing coal - fired generation, spot prices for natural gas were near $ 2 per million Btu ($ / MMBtu) on a monthly average, before returning to about $ 3.50 / MMBtu in the last months of 2012.