Sentences with phrase «cumulative return over»

If one had created an alpha strategy by going long an average of the top 3 «good calls» and going short an average of the bottom 3 «bad calls», the cumulative return over the period would have been 222.9 %.

Here are the companies that have shown the highest total cumulative return over the last five years:

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.

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.

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.

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.

Cumulative total return shows the change in the investment's value over the time period indicated.

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).

As the chart shows, the gold - colored line depicting the cumulative returns achieved on Mondays suffered a steady decline over many years.

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.

Mark's noted that over the last 20 years, his flagship fund has never been above the 40th percentile in returns, but the fund has also never been below the 25th percentile in returns; and amazingly enough over the 20 years his cumulative return is above the 95th percentile.

Over time, the cumulative return grows even more as the benefit of higher rates compound.

Figure 1, which shows the trends in average return on invested capital (ROIC) and cumulative after - tax operating profit (NOPAT) for the sector over the past few years, clearly shows that profits are flat to down and not driving stock valuations higher.

Even though the Royals have had the worst cumulative record since 2005, they have the fifth - best return on investment (ROI) over that span.

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 median cumulative (not annualized) return difference over a rolling 36 - month period was minus 3 %.

The Communication Services Select Sector Index returned a cumulative 143.5 % through May 16, 2018 with annualized performance of 14.2 % over 3 years, 12.7 % over 5 years and 9.9 % over 10 years.

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).

In swing trading, the profits expected is generally 5 - 10 %, which may seem less but the strategy is to make cumulative short profits over a short period of time to give big overall returns.

Over a rolling 36 - month period, the cumulative (not annualized) return of the fund trailed that of the ETF by a median 1.90 %.

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.

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.

In 2000, I wrote a short paper entitled «Death of the Risk Premium,» with Ron Ryan, which was received with widespread derision, but ultimately proved correct: plain old 10 - year government bonds have produced higher returns than stocks since then, by a cumulative margin of over 30 %, despite the durable bull market since 2002.

Cumulative total return shows the change in the investment's value over the time period indicated.

Total return calculations represent the cumulative and average annual changes in value of an investment over the periods indicated.

On a cumulative return basis, the fund underperformed its reference ETF portfolio by over 7.7 %; most of that loss occurred over the past two years.

The fund's cumulative return was over 23.3 % lower than that of its reference ETF portfolio of a slightly higher volatility.

The median cumulative (not annualized) return difference over a rolling 36 - month period was close to 16.8 %.

Calculated using average annual returns, the cumulative value of this incremental return over 16 years is in the 40 % range plus or minus several percent.

Winner funds are those that survived and whose cumulative net return over the period exceeded that of their respective Morningstar category benchmark.

Over the five years following February 28, 2009, US stocks returned 154.7 % and 20 - year US Treasuries returned 6.3 %, representing a cumulative excess return of 148.4 %.

If one looks back over several years, most of the difference between the cumulative gains in the price index and the total return index is the growth of reinvested dividends.

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 %.

On a simple average basis, ETFs in the study delivered a 1 % compounding return over the trailing five years, translating into a cumulative gain of 6 %.

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

You might think that is a miniscule number, but as this example from Value Research shows, Rs. 1 Lakh over 10 years with a return of 15 % per annum and a 1.5 % expense ratio grows only to Rs. 3.55 Lakh, instead of the Rs. 4.05 Lakh that it could have grown to — a cumulative difference of 14 %!

This section gives you a detailed description of your return for each of your accounts, individual or consolidated, with two viewing options: return by a specific period or return over cumulative periods.

That is a cumulative return of over 130 %.

Over the full three years, both buy - and - hold portfolios enjoyed a cumulative gain of over 20 %, while the ETF's return was effectively zOver the full three years, both buy - and - hold portfolios enjoyed a cumulative gain of over 20 %, while the ETF's return was effectively zover 20 %, while the ETF's return was effectively zero.

For example, a capital protected investment linked to the top 200 Australian shares may pay investors a return equal to 80 % of the cumulative growth in the S&P / ASX 200 share index over 5 years.

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 «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.

In addition to plotting the cumulative performance for various holding horizons, we simulate portfolio returns over time using a more - typical monthly rebalancing cycle.

The median cumulative (not annualized) outperformance over the 36 - month period was only 1 %, while the mean return difference was minus 2.1 %.

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).

If they are not conservative and cumulative effects to simulate future climate, they should be removed from the data and the simulation must start from a base temperature to disregard such effects, since these are natural and variables, up and down, nothing can be said that the basis for the temperature increase generated by CO2 go preserve these values, it can be beyond the natural variation over time, a return to a point below the current source.

Over time, this exposure is cumulative and helps drive return visits and another chance at converting them.

Here, the inherent «lookback guarantee» provides an increase in the policy's value should any index segment return not be at least 2 percent per year cumulative over resetting 8 - year periods.