Sentences with phrase «cumulative return»

Cumulative return refers to the total profit or loss gained over a specific period of time by an investment or financial asset. It shows the overall performance of the investment, taking into account the change in value over multiple time periods. It is the cumulative sum of all the returns, positive or negative, since the investment started. Full definition
I have a table that carries data with cumulative return of some instrument.
If the product's reference asset has a positive cumulative return on the call date, the product is called and investors receive any accrued coupon payments and the face value of the note.
Total returns presented for periods less than one year are cumulative returns for periods one year and greater are annualized.
In general, the product is called if the reference asset has a positive cumulative return on a call date.
Because available sample periods are very short, we focus on daily return statistics, along with cumulative returns.
In the future you might have to wait even longer than 4 or 5 years to see superior cumulative returns using an equal - weighted large cap index fund.
The funds should not be expected to provide three times or negative three times the return of the benchmark's cumulative return for periods greater than a day.
In general, the product is called if the reference asset has a positive cumulative return on the call date.
It's interesting that over the last 21 trading day period there were no composite groups with positive cumulative returns.
Below [chart availabe in paper], we show cumulative return obtained in our back test of each dividend yield and payout ratio portfolios.
Interestingly, this phenomenon reversed in large stocks, with B / M - based strategies producing slightly higher cumulative returns in large stocks.)
Reviewing the impact of the various return factors on the 10 year cumulative return of an investment in VISVX:
Here are the companies that have shown the highest total cumulative return over the last five years:
Companies in the S&P 500 with no share buybacks have outperformed all quartiles of buyback yield since March 2014 on a market cap weighted cumulative return basis relative to the S&P 500 Total Return Index.
Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without DBV.
Between 2012 and September 2015 his small - cap recommendations generated cumulative returns of more than 2,300 %, including both winners and losers, and outperformed the Russell 2000 Index by an average of 28 % per year.
Over the same analysis interval, the fund had a total cumulative return of about 130 % (annualized 9.2 %), with a standard deviation of 15.1 %, Sharpe ratio of 0.58, and maximum drawdown of 44 %.
«Not only does diversification reduce the variance of portfolio returns, but non-diversified stock portfolios are subject to the risk that they will fail to include the relatively few stocks that, ex post, generate large cumulative returns.
The Merk Gold Trust launched May 16 and has earned a 1.69 percent cumulative return in that time.
«In the past year, companies repurchasing shares saw an excess weighted cumulative return of -1.9 % relative to the benchmark, while companies not repurchasing shares saw a return of 9.8 % relative to the benchmark,» Birstingl wrote in his quarterly look at buybacks.
They focus on a conventional momentum strategy that each month takes equally weighted long positions in past winners (top eight industries) and short positions in past losers (bottom eight industries) based on cumulative returns from 12 months ago to one month ago (12 - 2).
If we use the full range of data available starting from 1995, cumulative returns favored Canadian stocks.
The All Asset and All Authority strategies have provided attractive cumulative returns since January 2016, when market conditions became more supportive of tactically elevated exposure to select «Third Pillar» assets (inflation - linked investments, high yield bonds, emerging market (EM) assets).
The ETP produced a significantly lower cumulative return than that of its reference ETF portfolio.
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.
Our shareholders have definitely endured bigger ups and downs, but in return, they have enjoyed results that exceeded the Oakmark Fund in 14 of 19 calendar years and achieved significantly greater cumulative returns.
Based on the 15 - year cumulative returns reflected in Figure 4, Royce Small Cap Value Fund has beaten its benchmarks by an average of 6 % annually.
For instance, over the 24 months through 31 January 2018, EM assets delivered cumulative returns of 78.11 % for equities, 31.88 % for local bonds and 20.21 % for currencies (as proxied by the MSCI EM index for equities, JPMorgan GBI - EM Global Diversified Composite (Unhedged) index for local debt and JPMorgan ELMI + Composite for currencies).
We display in Table 2 the average geometrically chained cumulative returns of the long - only portfolios of small and large stocks.
The top section shows the hypothetical cumulative returns of the value approach versus the S&P 500 total return (i.e., price appreciation plus dividends) between 1962 and September 2015.
Value determined on the basis C / P or E / P combined with GS produced slightly higher cumulative returns averaged across all firms for the period of the study.
As a result, RESCUE's cumulative return rate is 3 %, one of the lowest in the nation (nationally, over 50 % of all adopted animals are no longer in their adoptive home after just the first year).
The Bloomberg Barclays Intermediate Treasury total return index (BBIT) has seen similar streaks of futility on eight occasions over the past 35 years, and each time the gauge delivered a positive cumulative return over the following four quarters, Morgan Stanley data show.
Equal weighting is showing the ability to outperform market beta with the 10 - year cumulative return for the S&P 500 Equal Weight index is 130 % versus 106 % for the S&P 500 index.
Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without BWX.
We confirmed this intuition by plotting the distribution of cumulative returns for the constituent stocks of the S&P 500 for the 20 years ended May 2016.
In his fund's first seven years, he delivered a 285 percent cumulative return — nearly twice that of his peers.
If we use the full range of data available starting from 1995, cumulative returns favored Canadian stocks.
The fund significantly underperformed its reference ETF portfolio in terms of both a lower cumulative return and higher volatility.
In a Nov. 10, 2017 research note, analyst Douglas Loe noted that Immunovaccine Inc. (IMV: TSX.V) «generated cumulative return of 37 % since Echelon Wealth Partners» last update note.
So the real 10 year cumulative return on VISVX is 67 %.
The fund manager's name is Allan Mecham, his fund is Arlington Value Management, and he is one of a number of managers that you can count on your fingers who have delivered a 400 % cumulative return in the last twelve years.
However, the index had positive cumulative returns (2.64 % and 63.66 %) during the other two tightening cycles, during which rate increases were fairly steady over time.
The Oakmark Global Select Fund has outperformed the average of Oakmark and Oakmark International in six of the nine ensuing calendar years and has also achieved a higher cumulative return.
Using 15 years of audited returns, researchers from Michigan State University and University of Michigan found creating a stock portfolio based on customer satisfaction data achieves cumulative returns of 518 percent.
Combs has generated a cumulative return of 116 percent over the past nearly four years, more than double the index's 55 percent gain over the same period, according to Fortune's estimates.
The chart shows the cumulative returns of the S&P 500 Index and the S&P 500 Dividend Aristocrats Index, which measures the performance of S&P 500 companies that have raised dividends every year for the last 25 consecutive years.
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