Sentences with phrase «benchmarks on an absolute basis»
Less than 15 % of International Equity General and Australian Bonds funds and less than 30 % of Australian Equity General and Australian Equity A-REIT funds managed to outperform their respective benchmarks on an absolute basis.
http://www.indexologyblog.com/ Not exact matches
Many metrics in current use (e.g. Sharpe Ratio, tracking error, information ratio) compare a unit of return to a unit of portfolio volatility, measured either on an absolute basis or relative to a benchmark.
In each case, the dual momentum strategy still out - performs on an absolute and risk - adjusted basis its equally - weighted portfolio and the benchmarks.
Historically, the S&P China A-Share Quality Value Index has outperformed the S&P China A BMI (the benchmark) on an absolute and risk - adjusted basis.