Sentences with phrase «dynamic allocation»

Calamos Investments introduces a closed - end fund that seeks to generate a high level of current income and total return through a risk - managed dynamic allocation of equity - sensitive investments, focusing on convertible securities.

In keeping with Montier's absolute value philosophy, we investigated several dynamic allocation strategies based on reducing or eliminating exposure to markets as they get more or less expensive, using the real earnings yield as our yardstick.

The Board of Trustees of the MassMutual Premier Funds has approved a Plan of Liquidation and Termination pursuant to which it is expected that the MassMutual Barings Dynamic Allocation Fund (MLBAX) will be dissolved.

Two additional funds eventually joined SMIFX: the SMI Dynamic Allocation Fund (SMIDX), which is a managed approach to the Dynamic Asset Allocation strategy, and the SMI Conservative Allocation Fund (SMILX), which blends multiple approaches in a roughly 60 % stock / 40 % bond mix.

Oh, too, RESQ Absolute Equity Fund is now RESQ Dynamic Allocation Fund (RQEAX).

You can either opt for Systematic Transfer Plan or Dynamic Allocation Option, but not both.

On volatility alone, both static and dynamic allocation of VIX futures can help reduce portfolio volatility, as long as the VIX futures allocation is kept under 20 %.

I have devised and numerically tested a dynamic allocation model based on the S&P 500 Index and a stand in for Long term corporate bonds based on an investment range of 0 % to 70 % for Stocks, 0 % to 30 % Bonds and 0 % to 100 % Money Market funds.

Additionally, the maximum drawdown for the Buy and Hold was -56 % (in 2009) and the Maximum drawdown for the Dynamic Allocation portfolio was about -17 %, 1/3 the drawdown / risk of Buy and Hold.

On the return side, dynamic allocation to VIX futures can also improves portfolio returns when the allocation is kept under 20 %.

Dynamic allocation to VIX futures can provide downside protection and lessen portfolio drawdown — for example, during the market turmoil of 2008, 2009, and 2011 — while adding extra return to the bond portfolio.

Our back - tests have confirmed the potential benefit of a dynamic allocation to VIX futures in a high yield bond portfolio.

Return per unit of risk improved from 0.83 to 1.24 for the dynamic allocation strategy.

Dynamic allocation: Allocating a fixed percentage (x %) of the portfolio to VIX futures according to the observed VIX spot level.

Coordinated with IBM, Project Managers, Systems Administrators, Capacity Planning and Frame Team to update LPAR profiles with memory, CPU information and activation using Capacity on demand and Dynamic Allocation to keep systems at latest levels.