Sentences with phrase «cumulative return of»

A compilation of «self - managed» accounts (the humans) over the same period showed a cumulative return of 59.4 percent, losing to the market by 20 percent, and to the machines by almost 25 percent.

A compilation of «self - managed» accounts over the same period showed a cumulative return of 59.4 percent, losing to the market by 20 percent, and to the machines by almost 25 percent.

A compilation of all self - managed accounts for the two year period showed a cumulative return of 59.4 % after all expenses.

Also, the cumulative return of domestic stocks recently exceeded that of developed market ones.

That is a cumulative return of over 130 %.

Exhibit 1 shows the difference in the Cumulative return of Growth and Value strategies over the past twenty years.

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 %.

This would've resulted in a cumulative return of close to 50 % for non-US stocks vs. almost nothing for US stocks.

The difference between the cumulative return of the fund and that of the reference ETF portfolio is the the cumulative RealAlpha ™ (to learn more about this and other performance measures, please visit our FAQ).

The corollary is that the remaining 92 % of history has captured about 14 times the cumulative return of the passive index itself.

He used this approach to manage American Investors Fund, which, from January 1958 through March 1964, had a cumulative return of 160 % versus 83 % for the Dow Jones Industrial Average.

Similarly, from the 2009 low, we should expect a return of 9.1 % p.a. by 2019 (cumulative return of 139 %), but given we are at 138 % total return today, over the next 6 years, we might expect no additional return.

Meanwhile, a regular five - year GIC paying 2.5 % a year gives you a cumulative return of 13.14 % no matter what.

I have a table that carries data with cumulative return of some instrument.

Recalculating our after - tax return gives us a nominal, after - tax, cumulative return of 83 % ($ 8,318 / $ 10,000 = 0.83 = 83 %) and a real (after inflation) after - tax cumulative return of 45 % (1.83 / 1.26 — 1 = 1.45 — 1 = 0.45 = 45 %).

This is a total cumulative return of 111 % ($ 11,090 / $ 10,000 = 1.11 = 111 %), which represents a compound annual return of 7.75 %.1 Without considering dividends, $ 10,000 would have grown to about $ 16,000 (due to the 60 % price increase), so the 10 year cumulative return was increased by more than $ 5,000 by reinvesting all dividends.

Those investors who have chosen to stay in cash since the market bottom on March 9, 2009 to the end of 2016 fared even worse: they forewent a cumulative return of 300 %, based on the Russell 3000 Index.

From that day through March 5, 2018, RZV has put together average annualized returns of 25.5 percent, good for a cumulative return of over 670 percent, according to Morningstar.

He used this approach to manage American Investors Fund, which, from January 1958 through March 1964, had a cumulative return of 160 % versus 83 % for the Dow Jones Industrial Average.

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.

The blue line shows the cumulative return of the S&P 500 restricted to only the 10 - week period following the above signals, provided that our measures market internals or credit spreads were also hostile at the time.

A compilation of «self - managed» accounts over the same period showed a cumulative return of 59.4 percent, losing to the market by 20 percent, and to the machines by almost 25 percent.

Nine years later, the fund of hedge funds, invested in 7,200 hedge funds, had a cumulative return of 22 %.

«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.

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.

It plots the ratio of the cumulative returns of the two S&P 500 funds.

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.

The chart above measures the cumulative returns of $ 1.00 invested in each of 4 different indices, starting in July 1926.

Not exact matches

This is nowhere more evident than in returns on retirement saving, which are subject to wide ranges of annual variability and cumulative variability over various time horizons.30 This central aspect of reality does not come to the fore in deterministic modelling.

The Bank of Spain estimated the gross return on Spanish residential investment at 4.2 percent in 2017, almost triple the cumulative yield on 10 - year government debt.

FL currently earns a third - quintile 10 % return on invested capital (ROIC) and has generated a cumulative $ 762 million (12 % of market cap) in free cash flow (FCF) over the past five years.

Most importantly, Brian's exited investments have achieved cumulative gross returns well in excess of industry averages.

Outperformers (winners) are funds with return observations for every month of the 15 - year period whose cumulative net return over the period exceeded that of their respective benchmark.

Cumulative market value illustrates a hypothetical total return for an initial investment of $ 10,000.

Conversely, the other 92 % of historical periods actually capture about (1 /.07 =) 14 times the cumulative total return of the S&P 500 index itself.

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.

Investors earned a cumulative total return of RMB 24 billion ($ 3.86 billion) last year, Ant Financial said in a press release.

Notably, that blue line reflects the estimated cumulative impact of an at - the - money put option hedge in the 8 % of historical periods that match the market return / risk classification we presently identify.

To bring the current situation up to date, the chart below shows the cumulative total return of the S&P 500 Index, restricted to the 8 % of history that matches the prospective market return / risk classification that we presently identify.

The cumulative returns are in excess of 550 %:

These cumulative and guaranteed management fees insulate VC partners from poor returns because much of their compensation comes from fees.

The chart shows the estimated cumulative impact of an at - the - money S&P 500 index put option under various market return / risk classifications we identify.

From there, it takes a drop of 16.7 % (50 % cumulative) to increase long - term returns to 12 %.]

All that matters is the average cumulative compound return of your asset no matter what's the sequence of the returns.

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.

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.

The following table sets forth the estimated amounts of the current distribution and the cumulative distributions paid this fiscal year to date from the following sources: net investment income, net realized short - term capital gains, net realized long - term capital gains and return of capital or other capital source.

Returns around 12 % pa over 25 years, clearly recent returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2Returns around 12 % pa over 25 years, clearly recent returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2008/9).