Sentences with phrase «by standard deviation»

The volatility of the fund, measured by the standard deviation of monthly returns, was slightly higher than that of the reference ETF portfolio.

The standard deviation of a fund's return divided by the standard deviation of return for the average fund.

The standard deviation of a fund's return divided by the standard deviation of return for the average fund in the fund's category.

It doesn't matter if you measure risk by standard deviation of returns, beta, or credit rating (with junk bonds).

We followed the standard practice of dividing the estimated impact for the sample population by its standard deviation.

Then divide this number by the standard deviation of the factor exposures for the universe.

What is the reason for dividing by the standard deviation?

Bonds typically have much lower volatility (measured by the standard deviation of their returns) than stocks, which make them suitable for the more risk - averse investors.

For each decile, we've subtracted the 1986 - 2016 average price / revenue ratio for that decile, dividing the result by the standard deviation of valuations in that decile (again from 1986 - 2016).

As was seen in the June submissions, models tend to agree better in the Atlantic / European sector of the Arctic compared to the East Siberian / Alaskan sector this year, as indicated by the standard deviation in SIP.

They scale the gain in black students» scores by the standard deviation of test scores computed for a select sample of students, and observe that the gain in their scores due to attending private school is «roughly one - third of the test - score gap between blacks and whites nationwide.»

But the real impact is in the risk reduction we see in the form of much lower volatility as measured by standard deviation at 9.48 percent.

Sharpe Ratio: A measure of risk - adjusted performance calculated by dividing the excess return of a portfolio above the risk - free rate by its standard deviation.

Assuming that pupils who are not allergic to pollen are also not affected by the pollen count, the results show that one in ten pupils with hay fever dropped one grade when the pollen count increased by a standard deviation.

However, annualized risk, as measured by standard deviation calculated based on monthly total return for the same period stood at 15.25 %.

The authors also sorted each quartile of popularity into sub-quartiles by standard deviation to look at overall volatility.

* To arrive at that number, I simply divided the monthly standard deviation for the 70/30 portfolio by the standard deviation for the 100 % stock portfolio.

Low Volatility: This is the ultimate risk measurement as gauged by the standard deviation of returns.

Mannian PC methodology divides each series by its standard deviation in the calibration period.

The «noise level,» that is, the amplitude of internal variability, approximated here by the standard deviation (σ) of the OHC time series after the linear trend is removed, amounts to 0.77 × 1022 J from 2004 to 2015 (Table 1).

For a Gaussian time series, the margin of error on a trend of length N t estimated by linear least - squares regression is a function of the magnitude of the interannual variability (given by the standard deviation σ), the lag - one autocorrelation and the trend length (Thompson et al. 2015).

A within - group d was first computed for each intervention group by dividing the t5 — t1 mean difference by the standard deviation at t1 and then subtracting the d in the No - SET group from that in the SET group.

Standard scores were derived by subtracting the mean score from the observed score and dividing the amount by the standard deviation for that distribution of scores.

In recent years, the volatility, or significant fluctuations in share prices, which used to characterise property shares, has largely disappeared, In fact, measured by standard deviation methods, listed property is fast becoming one of the least volatile asset classes.

If we care about how much the two distributions overlap each other, we should calculate what is known as an «age - standardized» measure of the black - white gap, defined as the difference in the black and white average scores in a given grade divided by the standard deviation in scores in that grade.

The Sharpe ratio is calculated by subtracting the risk - free rate - such as that of the 3 - month U.S. Treasury Bill - from the rate of return for a portfolio and dividing the result by the standard deviation of the portfolio returns.

Time series are normalized by standard deviations of each variable.

Although statisticians like to measure risk by standard deviation, I don't think this is a very relevant guide to the way human beings actually experience risk.

The world - wide portfolio more than doubles the 40 - year return of the S&P 500 at less risk when measured by standard deviation and the worst five - year period.

By using risk - adjusted yield — computed as 12 - month trailing yield divided by the standard deviation of yield — the higher weight is placed on securities with more stable yields.

It is calculated by taking a fund's excess return over that of the three - month Treasury bill divided by its standard deviation.

«As measured by standard deviation, the iShares Gold Trust, an ETF that owns physical gold, has been more volatile than the Standard & Poor's 500 index.»

The following table compares average monthly returns, standard deviations of monthly returns, monthly reward / risk (average divided by standard deviation), compound annual growth rates (CAGR) and maximum drawdowns (MaxDD) for the six ETFs above over the available sample period of 16.5 years.

First up are the teams which spur the most disagreement between voters as measured by standard deviation.

First up are the teams which spur the most and least disagreement between voters as measured by standard deviation.