Sentences with phrase «by relative return»

The rating system hierarchy is first by evaluation period, then investment category, and then by relative return.

«While we are concerned about long - term return in private equity, we have reason to be encouraged by the relative returns of our private equity portfolio in recent years,» a spokesman for the comptroller's office said.

Not exact matches

By taking on more risk as an equity investor, one can economically participate in a company's value creation activities providing an enhanced return profile relative to a company's debt offerings.

Unfortunately, corporate debt relative to U.S. GDP has now returned to prerecession levels, a risk made even riskier by rising interest rates.

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper.

Friday's inter-Korean summit drew a mixed reaction from relatives of Japanese nationals kidnapped by North Korea decades ago, with some hopeful for the return of their loved ones and others anxious about the outlook, including the lack of a reference to the abduction issue in the leaders» joint declaration.

In determining the long - term incentive component of CEO compensation, the Committee shall consider, among other factors, the Company's performance and relative shareholder return, the value of similar incentive awards to chief executive officers at comparable companies, the awards given to the CEO in past years, and other factors considered relevant by the Committee.

Indeed, once our estimated market return / risk profile is strictly negative (as it is at present), the negative implications for the S&P 500 aren't affected by the position of the market relative to that average, except that the market tends to experience higher volatility once the market breaks that average.

Do strategies that seek to exploit return volatility persistence by adjusting stock market exposure inversely with recent market volatility relative to some target (including exposures greater than 100 %) produce obvious benefits for investors?

In my view, investors who view current valuations as «justified relative to interest rates» are really saying that a decade of zero total returns on stocks is perfectly adequate compensation for the risk of a 45 - 55 % market loss over the completion of the current market cycle - a decline that would historically be merely run - of - the - mill given current valuations, and that certainly can not be precluded by appealing to low interest rates.

Returns around 12 % pa over 25 years, clearly recent returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2Returns around 12 % pa over 25 years, clearly recent returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2008/9).

After a few sessions of relative stability, risk aversion returned in a big way to China's stocks Tuesday with the Shanghai and the Shenzhen Composite both down 6 percent by the end of the session.

Even at that level of diversification, our day - to - day returns can be affected by large moves in even a single holding, but those effects go both ways, and the strong average performance of our holdings, relative to the market, has been an important contributor to the returns of the Strategic Growth Fund since inception.

To return to the personal note encouraged by the editors, my own present theological dilemma is this: I am relatively encouraged (although not, I hope, sanguine) about the relative merit of the model for fundamental theology which I have tried to articulate in the past few years.

The Tigers are part of a huge batch of SEC East teams that return a vast majority of last year's contributors, and their fate will be determined by a series of relative tossup games.

For instance, Labour's overall share of the vote increased in 2015, relative to the 2010 General Election, by 1.5 %, but the extent of the party's support / seat losses in Scotland to the Scottish National Party (returning with just 1 of the 41 seats that the party had won there in 2010) meant that most of the 701,147 votes won by Labour in Scotland were effectively wasted votes.

Bronx Assemblywoman Naomi Rivera, who is being probed for putting her relatives and two lovers on government and nonprofit payrolls, was beaten by double digits in a race that was close during early returns.

By imposing third - party reporting of expenses, a VAT system reduces tax evasion relative to a self - reported income tax system like that used in the U.S. where the IRS periodically audits business expenses, but there is widespread abuse in the area of business expenses (especially in small businesses that often treat what should be considered personal expenses as business expenses) due to a lack of third - party reporting of business expenses the way that it has third - party reporting of business income via 1099 information tax returns.

She stepped down in 2013 to care for an ailing relative, then returned in 2015 when she was appointed to an at - large seat vacated by Arthur Pappas, who was appointed mayor after Mayor Robert Ortt was elected to the State Senate.

The authors detail the methods by which the results might reach or not reach the relatives and provide ethical and legal considerations for returning results to participants.

It's instantly clear that Howard, along with returning screenwriter David Koepp, has learned nothing from the relative failure of both The Da Vinci Code and Angels & Demons, as Inferno, for the most part, chugs along at a lackadaisical pace that's compounded by an overlong running time and surfeit of underwhelming subplots.

When she returns home, she walks into the unchanged world of her childhood, looked at by relatives and former friends with curiosity and concern.

Harry's chewed out by his bovine relatives, then prepares to return to Hogwarts for another semester of magical instruction.

The education provided by Basis Schools may be exceptional, but the nonprofit schools» tax returns show they have something in common with many Arizona charter schools: Hiring relatives and paying executives more than many public and private schools.

Targeted Age Group:: 18 to 80 Category: Mystery / Suspense Print book price range: 15.99 eBook price range: 3.99 About Iced Malice: Detective Kendall Halsrud returns in Iced Malice, another stay - up - all - night thriller by the author of Relative Malice.

Comparative performance is scored by measuring the return on equity (ROE, net income divided by equity) relative to all firms.

Diversified investors may be frustrated by the underperformance of their international equity returns relative to their domestic equity returns over recent years.

Seeks to generate strong relative returns over a long - term time horizon by investing in companies across the market cap spectrum with strong and / or improving financial productivity at attractive valuations.

Seeks to generate strong relative returns over a full market cycle by investing in companies with strong and / or improving financial productivity at attractive valuations.

Diversified investors may be frustrated by the underperformance of their international equity returns relative to their domestic equity returns over the last 7 years.

Relative Returns: Numerous studies have established that mutual funds, as a group, lag the market by roughly their fees.

Do strategies that seek to exploit return volatility persistence by adjusting stock market exposure inversely with recent market volatility relative to some target (including exposures greater than 100 %) produce obvious benefits for investors?

Beyond cheap currencies, cheap stock prices — as measured by CAPE ratios (see Figure 4)-- boost our return expectations for EM equity markets relative to the U.S. market.

Still, the value effect received its most famous academic endorsement in a 1992 paper by finance professors Eugene F. Fama and Kenneth R. French, who defined value stocks as those shares that trade at a low price relative to their book value («The Cross-Section of Expected Stock Returns,» Journal of Finance, Vol.

They offer a moderate rate of return and relative safety because they are insured by the FDIC for up to $ 250,000 per depositor, per federally insured institution, in interest and principal.

Research by Fama and French, among others, has shown that nearly all outperformance relative to a market index can be explained by such common dimensions of risk and return as value, size, «quality» (profitability), and momentum.

Self - employed and Commissioned borrowers or employed by a relative — 2 - year tax returns required to reflect income is stable and will continue.

The returns from the carry trade are, however, too large and consistent relative to traditional stock and bond market return premiums to be fully explained by their risk.

In their April 2010 paper entitled «Persistence Analysis of Hedge Fund Returns», Serge Amvella, Iwan Meier and Nicolas Papageorgiou investigate performance relative to high water mark by hedge fund strategy class.

Relative momentum is gauged by the 12 month total returns of each ETF.

The Black - Litterman model supports both absolute views (expected return for the given asset) and relative views (asset # 1 will outperform asset # 2 by X), and addresses many of the shortcomings of mean - variance optimization, which often results in concentrated portfolios based on past asset performance.

To determine allocation effect, we compare the average weight in each of the 11 GICS ® sectors held by active large - cap managers relative to the S&P 500 during the measurement period, and the sector contribution to benchmark return as well as the portfolio return.

Like the Nationwide Maximum Diversification U.S. Core Equity ETF (MXDU) launched last year, the Nationwide Maximum Diversification Emerging Markets Core Equity ETF (MXDE) seeks to deliver higher risk - adjusted returns relative to market cap - weighted strategies by creating a more diversified risk allocation aimed at capturing the full equity risk premium.

By contrast, we contend that private market inefficiencies — and corresponding return premia — are driven by their relative illiquidity, unpredictable pricing, opacity, high transaction costs, and limited numbers of prospective buyers and sellerBy contrast, we contend that private market inefficiencies — and corresponding return premia — are driven by their relative illiquidity, unpredictable pricing, opacity, high transaction costs, and limited numbers of prospective buyers and sellerby their relative illiquidity, unpredictable pricing, opacity, high transaction costs, and limited numbers of prospective buyers and sellers.

Increasing valuation dispersion around the globe has opened up many great opportunities for the patient value investor, the mirror image — tumbling popularity, tumbling relative valuations, and tumbling historical returns — of the picture painted by low beta.

This can be seen in the chart below, which depicts the relationship between the excess monthly return of dividend - paying stocks (represented by the S&P 500 Low Volatility High Dividend Index relative to the S&P 500 Index) to the monthly change in the 10 - year Treasury yield.

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper.

By measuring the risk - adjusted alpha that managers generate and not just their return relative to the benchmark, investors can change the way managers behave.

By using an approximate time - weighted rate of return (such as the Modified Dietz method), investors will be better able to gauge their performance relative to index benchmarks.

Since the Canadian dollar depreciated by 2.2 % against the US dollar, US stock markets provided meaningfully better relative returns for Canadian investors.