Sentences with phrase «class factor returns»

Not exact matches

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for DBV and the average pairwise correlation of DBV monthly returns with the monthly returns of the above assets.

Given these factors, investors are best served in first considering the risks and benefits to various types of income investments, and then within those classes, seek to optimize their investment returns.

Using monthly asset class returns and factor estimation inputs during 1996 through 2013, they find that: Keep Reading

In their March 2016 paper entitled «Factor - Based Investing», Pim Lausberg, Alfred Slager and Philip Stork develop a «heat map» to summarize how returns for seven asset classes relate to six economic / market factors.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for BWX and the average pairwise correlation of BWX monthly returns with the monthly returns of the above assets.

@Editor «The player is simply world - class and his return to action can really be a «detrimental» factor in Arsenal's pursuit of the title» I'm sure you did mean detrimental

These funds primarily focus on factors — broad, persistent drivers of returns across equities and other asset classes.

Risks from economic factors, interest rates, regulations, political upheaval and currency exposure can affect returns across sectors and asset classes.

Of the three factors that make up your return (asset class performance, fees, taxes), you control two of them — fees and taxes.

Our conversation took us through the different types of factors: macro factors that drive the level of returns for asset classes, and style factors that drive the differences in return among individual securities within an asset class.

Their main performance metric is 7 - factor hedge fund alpha, which corrects for seven risks proxied by: (1) S&P 500 Index excess return; (2) difference between Russell 2000 Index and S&P 500 Index returns; (3) 10 - year U.S. Treasury note (T - note) yield, adjusted for duration, minus 3 - month U.S. Treasury bill yield; (4) change in spread between Moody's BAA bond and T - note, adjusted for duration; and, (5 - 7) excess returns on straddle options portfolios for currencies, commodities and bonds constructed to replicate trend - following strategies in these asset classes.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXX and the average pairwise correlation of VXX monthly returns with the monthly returns of the above assets.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXZ and the average pairwise correlation of VXZ monthly returns with the monthly returns of the above assets.

Like major asset classes, international equity factors» returns tend to be more correlated during recessions and bear stock markets.

Factors are broad, persistent drivers of returns across equities and other asset classes.

He also compares the most important factors of the DFA and Vanguard small cap value funds, as well as the returns of all the major asset classes for the two fund families.

There are more than 100 REIT mutual funds (including different share classes), thus choosing which one to invest depends on many factors on the investor's objective, risk tolerance, return expectation, etc..

The task of retirement planning is made complex due to many variables in the form of different asset classes — their risks and returns, advantages and disadvantages, tax implications among other factors.