Sentences with phrase «decile performance»

So what we need is historical data for s & p decile performance going back to when Buffett started (or Klarman), and then compare the total returns for «pure contrarian» with the returns of an established value practitioner.

The Kaufmann Small Cap Growth Fund, with its top - decile performance for the trailing one, three and five years at the end of the first quarter, had positive net sales of $ 89 million to reach $ 1.1 billion at quarter - end.

MDT Small Cap Growth had top - decile performance for the trailing three and five years at the end of the first quarter and posted positive net sales of $ 82 million to reach just about $ 400 million in assets at quarter - end.

We culled these from a list of 2500 fixed income funds, generally seeking top - decile performance, AUM of at least $ 200 mm, and sufficient history with the fund and manager.

Case in point: the Investors Canadian Equity fund, with its 2.7 % MER (plus deferred sales charge) and its bottom - decile performance, has $ 2.34 billion in assets.

James Dondero, NexPoint President and Portfolio Manager to the Fund, stated, «We are pleased with the material over subscription and investor support consistent with top decile performance we... Read More... Read More

Not exact matches

According to one limited partner who has been involved in every Founders Fund pool since 2007, performances have ranked in the «top quartile, if not the top decile» of all VC funds of their vintage (i.e., the category determined by the year the fund closed), with annual returns in the 35 % to 45 % range.

Figure 2.7 shows the performance of each decile ranked according to the Magic Formula and Quality and Price for the period 1964 to 2011.

Wes et al have set up an experiment comparing the performance of the stocks selected by the investors on the VIC — arguably the best 250 special situation investors in the US — and the top decile of stocks selected by the Magic Formula over the period March 1, 2000 through to the end of last year.

«The modernisation of Kitimat will transform its performance, moving it from the third quartile to the first decile of the industry cost curve, and cut greenhouse gas emissions by about half,» said Jacynthe Côté, chief executive of Rio Tinto Alcan.

In another study for the Fordham Institute, Loveless found a clear pattern in the late 1990s when states adopted accountability regimes: the performance of the lowest decile of students shot up, while the achievement of the top 10 percent of students stagnated.

AB 47 by Assemblyman Jared Huffman, D - San Rafael, would delete the 10 percent exception and require that the open enrollment list be reflective of those schools that ranked in decile one of the state's most recent Academic Performance Index.

In what may be an important step to making some new instructional materials available during a purchasing freeze, a recently amended bill would allow districts to buy new textbooks for schools scoring in the lowest three deciles of the Academic Performance Index.

Throughout our analysis we characterize students by their math aptitude as measured by their performance on the required 8th grade math end of grade test, with performance divided into deciles from low to high.

They line up all the schools in the state, look at their proficiency scores, and create deciles of performance.

The first graph below, in which each data point relates the average socioeconomic index score for a decile of a particular OECD country's students to that decile's average performance on PISA's math test, depicts this relationship.

As we discussed yesterday in Testing the performance of price - to - book value, various studies, including Roger Ibbotson's Decile Portfolios of the New York Stock Exchange, 1967 — 1984 (1986), Werner F.M. DeBondt and Richard H. Thaler's Further Evidence on Investor Overreaction and Stock Market Seasonality (1987), Josef Lakonishok, Andrei Shleifer, and Robert Vishny Contrarian Investment, Extrapolation and Risk (1994) and The Brandes Institute's Value vs Glamour: A Global Phenomenon (2008) all conclude that lower price - to - book value stocks tend to outperform higher price - to - book value stocks, and at lower risk.

I divided performance into ten deciles for the past year and the past month.

They each year in January sort hedge funds into tenths (deciles) based on fund manager fWHR and then measure the performance of these decile portfolios over the following year.

Calculating BMDEV for the 3500 or so existing funds during that period, ranking them by decile within peer group, and then assessing subsequent bear market performance provides an encouraging result... funds with the lowest bear market deviation (BMDEV) well out - performed funds with the highest bear market deviation, as depicted below.

Can we improve performance by seeking higher quality stocks in the value decile, rather than equal weighting the two factors?

First, there is no evidence that any long - term average is consistently better than any other, measured either on the raw performance to the value decile, or by the value premium created.

Second, the aggregate performance of each decile was tracked for each of the next five years on each April 30.

Exhibit 3 compares average annualized performance for U.S. stocks from the 1968 to 2008 period for deciles based on price - to - book.

For example, mutual funds ranked in the lowest decile based on past performance (among the universe of funds in the same style category over the prior 36 months), are approximately two and a half times more likely to be deleted from those menus on which they are unaffiliated with the trustee than from those where they are affiliated with the trustee.

Similarly, the authors found that trustees were substantially more likely to add their own funds to the menu across all performance deciles.

To see how tough it has been for value investors, and the impact of the Magic Formula effect, I backtested the performance of four indexes against the value decile of each (measured by the enterprise multiple or EBITDA / enterprise value — overview of the research on the enterprise multiple here).

I backtested the performance of the Russell 1000 Total Return (TR) and its value decile measured using the enterprise multiple (EBITDA / enterprise value — overview of the research on the enterprise multiple here).

This chart shows the performance in a drawdown of each of the value deciles relative to the market.

Figure 2.7 shows the performance of each decile ranked according to the Magic Formula and Quality and Price for the period 1964 to 2011.

While there may be a value effect in these results, the deciles were constructed on price performance alone.