Sentences with phrase «compare cumulative returns»

Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without VXZ.

Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without VXX.

Not exact matches

Specifically, we compare monthly return statistics, cumulative performances and maximum (peak - to - trough) drawdowns of these nine alternatives for months during which SPY is below its SMA10.

Calculating the cumulative return allows an investor to compare the amount of money he is making on different investments, such as stocks, bonds or real estate.

At first glance, this chart would seem to further support that small caps are better, because the ratio of small cap over large cap cumulative return is almost always above one, but this is because «cumulative» returns are being compared here.