Sentences with phrase «average returns across»

As average returns across funds tend to smooth out performance volatility due to the imperfect correlation between these funds, we also charted the performance statistics for quintile portfolios by return for the 36 funds that had full performance data for our analysis period.

Instead, you get above average returns across all your purchases.

The unsystematic variations of average returns across quintiles undermine belief that variations in margin debt reliably predict stock market returns.

«The low - risk effect, that is the idea that historically, unlike many well - known theories, average return across stocks doesn't appear to go up with most standard measures of risk, is one of the most important «anomalies» in modern finance.

The average return across all 26,569 opportunities was 50.4 %.

It calculates the variability of returns by comparing a mutual fund's return in each period with the average return across all periods.

If the distribution of prices is skewed to the right with a long right hand tail, the average return across all the stocks will be greater than the median return.

Not exact matches

Further, looking across all eight past instances, the BBIT has provided an average return of 6.32 % over the subsequent year, according to the firm.

We notice that the equal - weighted portfolio averages a 3.98 % return in January across the 30 years, 3.11 % above the value - weighted portfolio, while there is no dramatic difference for the rest of the year.

But notice that because of the differing economic performances, the average correlation of returns across various countries also drops noticeably.

Among the valuation measures most tightly correlated across history with actual subsequent S&P 500 total returns, the ratio of market capitalization to corporate gross value added would now have to retreat by nearly 60 % simply to reach its pre-bubble average.

Indeed, even Robert Shiller's cyclically - adjusted P / E (CAPE) is much better correlated with actual subsequent market returns, across a century of market cycles, when we account for the profit margin embedded in the 10 - year average of earnings.

While there's a great deal of variation across individual market cycles, that's roughly the historical average for a 5.25 year market cycle: a 135 % gain, a 30 % loss, and a 65 % full - cycle return (about 10 % compounded annually, with the full - cycle return coming in at less than half of the bull market gain).

Every Market Climate we define has historically included both market advances and market declines - it's just that the average return and risk profile substantially differs across Climates.

On a market exposure basis, the average return / risk profile of the market varies across the Climates we identify, but it's certainly not true that the market always rises in favorable Climates and falls in unfavorable ones.

If temperatures return to more normal levels after two winters of abnormal warmth, the average heating bill across the Buffalo Niagara region is expected to jump by 26.5 percent — or about $ 123 — from last year's unusually affordable cost, according to National Fuel Gas Co..

Over the past few weeks, educators across the state have mobilized to demand a 20 percent increase in teacher pay (which would still place Arizona below the national average) and a return of pre-recession school funding levels.

Based on economic evidence that included program - based findings, earnings, and educational achievement, the authors found that all assessed programs demonstrated measurable benefits that exceeded their costs, noting, «On average, for every dollar invested equally across the six SEL interventions, there is a return of eleven dollars, a substantial economic return.»

The lesson for most folks is that broad diversification across asset classes, and periodic rebalancing of those assets, will capture average to above - average returns on a fairly reliable basis through time.

From 1975 to 2009 the MSCI World Index (a measure of the performance of stocks across the world) provided an average total return, adjusted for inflation, of 6.9 % per year.

The graph below shows the risks and returns across several «vintages» of Morningstar category average target date funds, versus the DRS.

It is possible to have a positive return, averaged across the market, even in a stationary economy.

If you have too many stocks in your portfolio, it certainly helps to average out the declines in the stocks across your portfolio, and smooth out the portfolio return in the bear market.

He anticipates that, across the entirety of a five - to - seven year market cycle, he'll offer his investors somewhat better than average returns with much less heartburn.

The average collective experience is computed as the simple equal - weighted average of annualized excess returns (of stocks versus bonds, or of RAFI versus the S&P 500) across all cohort experience sets.

On average, across all second factors tested, the strategy led to an average performance of just under 405 % (median was 368 %); substantially higher than the market portfolio return of 30.54 %.

Across all funds, investors earned an average dollar - weighted return of only 6.87 %, 194 bps less than the 8.81 % that managers achieved on a time - weighted basis.

On average, across all the second factors we tested, this strategy would have given you a return of 404.9 % (median was 420.7 %).

Value determined on the basis C / P or E / P combined with GS produced slightly higher cumulative returns averaged across all firms for the period of the study.

We also eliminate sectors which do not earn more than 15 % return on capital on an average across a cycle.

Helping investors to earn above average return consistently from the equity market across the bull and the bear scenario.

This is interesting, because it indicates that the average (randomly selected) CD available across the U.S. provided an aftertax return premium of at least 0.22 % and as much as 0.40 % over the same - maturity Treasury security.

The average return to October across the nine stocks in the watch list was 45.5 % against the return on the S&P 500 of 20.05 % over the same period, an outperformance of more than 25 % in ~ three months.

We find that a smart beta strategy diversified across factors substantially reduces tracking error relative to the average of the single - factor strategies, and dynamic rebalancing materially increases expected return relative to rebalancing to equal weights.

Factor - Based Smart Betas The prospect of an average annualized excess return of nearly 5 % across six robust and largely independent factors helps explain the strong investor demand for factor investing.

The weighted average return of these realized positions was 1.4 % in 2013 and 21.5 % across all realized positions since fund inception.

The average return of our 18 realized positions was 12.3 % in 2013 and 36.8 % across all 82 realized positions since fund inception.

We see the logic of this better in their 10 year performance — while the investment companies all significantly outperformed the index (positive returns across the board), VOF was the clear leader of the pack, earning (on average) over double (at +61 %) the other two funds.

While the average US investor stays (insanely) close to home, those with European exposure (again, presuming they were unhedged) were doubly rewarded — with currency boosting their returns to +18 - 23 % (in dollar terms) across the region (& actually besting their S&P return!).

The average return to date across the nine stocks in the watchlist is 45.5 % against the return on the S&P 500 of 20.05 % over the same period, an outperformance of more than 25 % in ~ three months.

PIMCO Total Return Fund has outperformed both its benchmark and its peer group average since its launch in 1987 across varying markets and interest rate environments.

Figure 3 illustrates the average buy - and - hold return of a standard momentum strategy, averaged across all overlapping 36 month spans from 1928 to 2016.

It revealed that, on average, median annual returns for employees who got help were more than 3 % (332 basis points, net of fees) higher than people who didn't get help across the six - year period covered by the study.

Second, the ocean absorbs CO2 on average all across the lower density surface as the waters cool by radiation to space on their return to the poles.

With sale price average across Canada around 320,000 at 2 % Listing side you would return $ 6400, if the home sells and it sells within 60 days of list.

I've acquired and successfully managed dozens of residential and multifamily properties across the United States with an average cash - on - cash return greater than 20 % in the first year.

Returns across offices, shops and warehouses are set to average about 10 percent annually for two years, Deutsche Asset & Wealth Management said.