Sentences with phrase «entire analysis period»

At about 15 %, the fund's volatility, measured by an annualized standard deviation of monthly returns in the entire analysis period, was slightly lower than that of the overall stock market.

In a simplest Alpholio ™ methodology, both the membership and weights of ETFs in the reference portfolio are kept constant throughout the entire analysis period.

In the simplest form thereof, the reference portfolio has both fixed ETF membership and weights over the entire analysis period.

Over the entire analysis period, the fund produced about 2.8 % or regular and 2 % of lag annualized discounted RealAlpha ™.

Overall, the fund generated only about 2 % of annualized discounted RealAlpha ™ over the entire analysis period.

In the simplest application of Alpholio ™'s methodology, both the membership and weights of ETFs in the reference portfolio are fixed in the entire analysis period.

In this approach, both the membership and weights of ETFs in the reference portfolio are fixed over the entire analysis period.

Both the membership and weights of ETFs in the reference portfolio are fixed over the entire analysis period.

These positions constituted average exposures the fund generated over the entire analysis period.

While the fund added a substantial amount of value over the entire analysis period, it did so in relatively short bursts rather than a steady progression.

The ETF membership and weights in the reference portfolio are both fixed over the entire analysis period.

In the traditional approach, a performance benchmark for an actively - managed fund or portfolio has to be specified up - front and be constant throughout the entire analysis period.

The entire analysis period would have to be subdivided more finely, and separate benchmarks applied to each analysis sub-period.

In this approach, both the membership and weights of the member indices are fixed in the entire analysis period.

In the simplest application of Alpholio ™'s patented methodology, both the membership and weights of ETFs in the reference portfolio for the analyzed fund are fixed over the entire analysis period.

The Other component in the above chart includes equivalent positions in six other ETFs, collectively averaging 20.7 % in the entire analysis period.

To adjust for these factors, let's apply a variant of Alpholio ™'s patented methodology in which both the ETF membership and weights do not change over the entire analysis period.

Not exact matches

We began our analysis by considering the benefits of a simple strategic allocation to commodity futures of 5 %, 10 %, or 15 % (i.e., constant mix portfolios over the entire sample period).

Our analysis began with the entire set of funds with available data from Morningstar at any point over the full period: 2,013 actively managed mutual funds, and 115 passive index mutual funds.

«I had done a very detailed analysis of the cotton market throughout the entire post - World War П period.

I have made a list of (up to this point) 15 different factors rhat would need to be included in a further analysis, time differentiated against seasonal and, for the entire period you study, yearly time changes in radiative effects.

an analysis of the full suite of CMIP5 historical simulations (augmented for the period 2006 - 2012 by RCP4.5 simulations, Section 9.3.2) reveals that 111 out of 114 realisations show a GMST trend over 1998 - 2012 that is higher than the entire HadCRUT4 trend ensemble... During the 15 - year period beginning in 1998, the ensemble of HadCRUT4 GMST trends lies below almost all model - simulated trends whereas during the 15 - year period ending in 1998, it lies above 93 out of 114 modelled trends.

Based on the above - described empirical study, during the period of aggressive downside correction between 16 December 2017 and 13 February 2018, the volatility of the equally weighted portfolio of five cryptocurrencies (Bitcoin, Ethereum, Ripple, Bitcoin Cash and Litecoin) was 6 % less compared to an equal amount invested in Bitcoin, versus a decline in volatility down to 10 % over the entire period of analysis.

The primary outcome variables for this analysis were the number of substantiated reports over the entire 15 - year period involving the study child regardless of the identity of the perpetrator or involving the mother as perpetrator regardless of the identity of the child.