Sentences with phrase «calculate risk adjusted»

Not exact matches

For each fund with at least a three - year history, Morningstar calculates a Morningstar Ratingä based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

This liability is calculated as the risk adjusted net present value of future cash payments to be made by the Group.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

For each U.S. - domiciled fund with at least a 3 - year history, Morningstar calculates a Morningstar Rating ™ based on a Morningstar Risk - Adjusted Return measure that accounts for variations in a fund's monthly performance (including loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

It is calculated based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance.

The Lipper Fund Awards are based on the Lipper Ratings for Consistent Return, which is a risk - adjusted performance measure calculated over 36, 60 and 120 month periods.

To assess the robustness of the results of our regression analysis, we performed covariate adjustment with derived propensity scores to calculate the absolute risk difference (details are provided in the Supplementary Appendix, available with the full text of this article at NEJM.org).14, 15 To calculate the adjusted absolute risk difference, we used predictive margins and G - computation (i.e., regression - model — based outcome prediction in both exposure settings: planned in - hospital and planned out - of - hospital birth).16, 17 Finally, we conducted post hoc analyses to assess associations between planned out - of - hospital birth and outcomes (cesarean delivery and a composite of perinatal morbidity and mortality), which were stratified according to parity, maternal age, maternal education, and risk level.

In the few instances in which only age adjusted incidence / mortality results were available, we calculated the relative risk in each smoking category.

Risk - adjusted mortality rates were calculated with additional adjustment for physician characteristics and with hospital fixed effects (model 3).

Because 47 % of the person - time exposed to current use of E&T therapy occurred between 1998 and 2002, we calculated age and age - adjusted means and frequencies of breast cancer risk factors according to PMH use in 1998 (Table 1).

Here is a link to their discussion: How To Calculate Risk - Adjusted Rate of Return.

The weight of each asset class in your portfolio is calculated by our risk management model and automatically adjusted over time, so in the strict sense of the word your portfolio is actively managed.

The risk parity allocation uses the trailing 20 - day volatility of the adjusted closing prices of each ETF to calculate a risk - based allocation.

If you would like to accumulate sufficient corpus for a long - term goal, you may have to take calculated risk and invest in right financial product (s) which can beat inflation & give better tax - adjusted returns.

Risk - adjusted returns, calculated as the ratio of return to volatility, was the highest for the least volatile portfolio, and decreased consistently from the low volatility to high volatility quartiles in all three observation periods.

Star ratings are calculated based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance.

Highly rated funds are defined as those funds that have a 4 - or 5 - star Morningstar rating.For each fund with at least a three - year history, Morningstar calculates a Morningstar Rating ™ based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

We calculate RAR in two steps: First, we adjust the fund's risk to a level comparable to that of its respective benchmark index.

They calculate alphas for each anomaly by using the specified linear model risk factors to adjust gross monthly returns from a portfolio that is long (short) the value - weighted or equal - weighted tenth of stocks that are «good» («bad») according to that anomaly, reforming the portfolio annually or monthly depending on anomaly input frequency.

In the construction of the S&P U.S. High Yield Low Volatility Corporate Bond Index, an individual bond's credit risk in a portfolio context is measured by its marginal contribution to risk (MCR), calculated as the product of its spread duration and the difference between the bond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see Equation 1).

For each fund with at least a three - year history, Morningstar calculates a Morningstar RatingTM based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

For each fund with at least a three - year history, Morningstar calculates a Morningstar Rating based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

It is calculated based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance.

These net liabilities are calculated with an internal model using many scenarios to determine the fair value of amounts estimated to be paid, less the fair value of net future premiums estimated to be received, adjusted for risk and profit charges that the Company anticipates a hypothetical market participant would require to assume this business.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

For each retail mutual fund with at least a three - year history, Morningstar calculates a Morningstar Rating based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

This is what we refer to as a Litigation Risk Analysis, which calculates the value of a claim by multiplying the claim amount (e.g., $ 25 million) times the likelihood of success (e.g., 60 - 80 %) to provide a risk adjusted value of a claim (here, a range of $ 15 — $ 20 milliRisk Analysis, which calculates the value of a claim by multiplying the claim amount (e.g., $ 25 million) times the likelihood of success (e.g., 60 - 80 %) to provide a risk adjusted value of a claim (here, a range of $ 15 — $ 20 millirisk adjusted value of a claim (here, a range of $ 15 — $ 20 million).

The New York Life Elite Variable Annuity differs from many other variable annuity policies in that the Mortality and Expense Risk and Administrative Costs Charge is calculated as a percentage of the Adjusted Premium Payments under the policy (excluding premiums allocated to the Fixed Account), rather than as a percentage of Separate Account assets.

The population attributable risk fraction was calculated by adjusting for the matching ratio and multiplying up to the Western Australian population.

Attributable risk fractions (ARFs) were calculated by using adjusted ORs from logistic regression models based upon having had at least 1 adverse childhood experience, with 0 as the referent.

When compared with this group, the risk of relationship dissolution, calculated from the adjusted OR, was more than three times higher for the ≈ 10 % most dissatisfied women.

Our score calculates the spread between average property class cap rates and a risk adjusted cap rate of the proposed lease deal.