Sentences with phrase «better on a risk adjusted basis»

Not exact matches

When I worked at Bridgewater Associates, I regularly came across marketing materials about the theory behind risk parity and evidence that risk parity portfolios perform better than traditional portfolios on a risk - adjusted basis.

The Lipper Award for Best Overall Fund Group was based on risk - adjusted performance for all Canoe Financial Funds.

A third meta - analysis was published in 2007 by Ip et al. 31 The researchers combined socioeconomic status — adjusted ORs of only 3 studies that were determined by the systematic review conducted by Guise et al32 and published in 2005 to be of good or fair quality: the UK Childhood Cancer Study, 23 Shu et al, 20 and Dockerty et al. 19 Based on their analyses, they concluded that breastfeeding for more than 6 months was associated with a 20 % lower risk for ALL (OR, 0.8; 95 % CI, 0.71 - 0.91).

The above historical performance figures from Morningstar indicate that the fund had a higher volatility (expressed as a standard deviation of returns) and underperformed the S&P 500 ® index, its best - fit benchmark, on a risk - adjusted basis (Sharpe Ratio) in both the three - and five - year trailing periods.

So, the fund's performance may not be as good on a risk - adjusted basis.

There are many good investments, but the US has an advantage on a risk adjusted basis.

After investigating and writing about ETFs for years, I've found a few of my favorite funds, funds that I believe will best the benchmark (the S&P 500 (SPY)-RRB- on a total returns basis, and potentially on a risk - adjusted basis, too.

Our interpretations of the approaches have performed well, outpacing the market on an absolute and risk - adjusted basis.

Although the fund's 10 % annualized return since its inception through February 2014 roughly matches the category norm, its low volatility has allowed it to stack up well against its peers on a risk - adjusted basis.

Even better if you evaluate them on a risk - adjusted basis.

In footnote # 15 of their study, Rodriguez and Tower commented on information this information from The Hulbert Financial Digest, saying «Wiener's Growth Portfolio performed better over the 10 years ending December 2006 on both a risk - adjusted and a non-risk-adjusted basis, that his other three portfolios.

Adding low volatility strategies can provide better returns on a risk adjusted basis.

Even though the S&P 500 Bond Index offered the best risk - adjusted return on a stand - alone basis, we see that the blend of stocks and TIPS captured most of the upside of the S&P 500 with a fraction of the volatility.

In the first video in this series, I told you why high - yield bonds fall short on a risk adjusted basis, and should only be included in your portfolio in small amounts through a well - diversified low - cost ETF, if at all.

This article cites a study that stock indices created by «monkeys» performed better than market - capitalization indexes on a risk - adjusted basis from a period of 1968 - 2011.

Look out for a fund that has given good - risk adjusted returns on a long - term basis.

While the success of the diversified and rebalanced stock and bond portfolio relative to stocks on their own is not a revelation, many investors might be surprised at just how well this portfolio has done over the past 18 years on both an absolute and risk adjusted basis.

Without rational selection criteria and a good understanding of which factors are more or less likely to increase risk - adjusted returns, investors will make poor decisions based on false assumptions.

In 2004, TAF was voted by «Hedge Funds Review» as the «Best Performing Single Manager Fund» on a «Risk Adjusted Basis» over three years.

In June 2008, the fund was short - listed by «Hedge Funds Review» for «Best Fixed Income Hedge Fund on a Risk Adjusted Basis».

The Sharpe ratio for manager A would be 1.25, while manager B's ratio would be 1.4, which is better than that of manager A. Based on these calculations, manager B was able to generate a higher return on a risk - adjusted basis.

So as opposed to the Dow, which is just buying the market, here you're buying stocks that have good momentum on a risk - adjusted basis.

On a risk - adjusted basis, you can not possibly do better.

Of course, the whole point of screening mutual funds and ETFs is to increase your chances of investing in funds that are more likely to perform better in the future on both a sustained, long - term basis and on an risk - adjusted investment basis.

Without scientific selection criteria and a good understanding of which factors are more or less likely to increase your long - term risk - adjusted investment returns, you will make erroneous decisions based on false assumptions.

1) Lack of proper diversification — especially a lack of fixed income 2) Improper risk levels — they pick the fund with the highest historical return (and also the highest risk — then the market goes down 15 % and that fund falls 25 %) 3) They set it up their 401k and then forget to monitor it on an ongoing basis 4) They don't know whether they are doing well or not versus an appropriate risk - adjusted benchmark — causes anxiety

For example, some have found significant differences between children with divorced and continuously married parents even after controlling for personality traits such as depression and antisocial behavior in parents.59 Others have found higher rates of problems among children with single parents, using statistical methods that adjust for unmeasured variables that, in principle, should include parents» personality traits as well as many genetic influences.60 And a few studies have found that the link between parental divorce and children's problems is similar for adopted and biological children — a finding that can not be explained by genetic transmission.61 Another study, based on a large sample of twins, found that growing up in a single - parent family predicted depression in adulthood even with genetic resemblance controlled statistically.62 Although some degree of selection still may be operating, the weight of the evidence strongly suggests that growing up without two biological parents in the home increases children's risk of a variety of cognitive, emotional, and social problems.