Sentences with phrase «comparable volatility»

Over the five - year period, the fund added very little value over its reference ETF portfolio of comparable volatility.

Overall, the fund added virtually no value over its reference portfolio of comparable volatility.

If you slice up the total market and equally weight all the different subclasses, you get a much much higher return with comparable volatility:

The strategy detailed above has offered strong historical returns at comparable volatility and much lower drawdowns compared to a balanced 60/40 mutual fund.

Since early 2005, the fund's annualized RealAlpha ™ was negative 1.35 % with respect to a reference portfolio of comparable volatility.

The green bond universe, represented by the Bloomberg Barclays MSCI Green Bond index even tends to outperform the broad global bond market measured by the Bloomberg Barclays Global Aggregate Bond index over the last years with a comparable volatility as illustrated below (Returns hedged, in USD for the 1st graph, in EUR for the 2nd):

FIAs, it turns out, have comparable volatility to bonds, but with better downside protection, according to new research from Roger G. Ibbotson, professor emeritus of finance at the Yale School of Management.

In conclusion, over typical analysis periods the Amana Growth Fund failed to add value with respect to its reference ETF portfolios of comparable volatility.

Over the entire evaluation period, the fund failed to add value over its reference ETF portfolio, which had a comparable volatility.

But, oddly, slower growth (11.2 % EPS growth versus 12.2 % for all EM) and comparable volatility (26.1 SD versus 24.4 for large caps).

With a comparable volatility, the fund cumulatively underperformed its reference ETF portfolio by over 52 %.

Except for a brief period beginning in May 2017, the fund failed to outperform its reference portfolio of comparable volatility.

The fund significantly underperformed its reference ETF portfolio of comparable volatility.

Over the five years through July 2016, the ETP added a small amount of value vs. its reference ETF portfolio of comparable volatility.