Not exact matches
First Asset Global Momentum Class ETF (TSX: FGL) The First Asset Global Momentum Class ETF's investment objective is to seek to provide shareholders with long term capital appreciation, through investing the ETF's
portfolio to gain exposure to
equity securities of companies primarily from developed markets that
exhibit strong price and earnings momentum characteristics.
First Asset Global Momentum (CAD hedged) Class ETF (TSX: FGM) The First Asset Global Momentum (CAD hedged) Class ETF's investment objective is to seek to provide shareholders with long term capital appreciation, through investing the ETF's
portfolio to gain exposure to
equity securities of companies primarily from developed markets that
exhibit strong price and earnings momentum characteristics.
First Asset Global Value Class ETF (TSX: FGU) The First Asset Global Value Class ETF's investment objective is to seek to provide shareholders with long term capital appreciation, through investing the ETF's
portfolio to gain exposure to
equity securities of companies primarily from developed markets that
exhibit strong «value» characteristics like low price - to - book ratios and low price - to - cash flow ratios.
Exhibit 2 illustrates how the characteristics of a conventional 60 %
equity / 40 % fixed income
portfolio is affected by the addition of the S&P Global Natural Resources Index.
Our stylized
portfolios that blend six factors (volatility, value, quality, size, momentum, and dividend yield) with four different strategies (marginal risk contribution, minimum variance, Sharpe - ratio weighted, and
equity weighted) demonstrated higher risk - adjusted returns than the S&P 500 ®, with a lower tracking error than most single - factor strategies (see
Exhibit 1).
First, investors
exhibit a pronounced «home bias» French and Poterba (1991) report that investors in the USA, Japan and the UK allocate 94 %, 98 %, and 82 % of their overall
equity investment, respectively, to domestic
equities explain this fact on rational grounds [Lewis (1999)-RSB- Indeed, normative
portfolio choice models that take human capital into account typically advise investors to short their national stock market, because of its high correlation with their human capital [Baxter and Jermann (1997)-RSB-.
Exhibit 3 depicts two hypothetical
portfolios — one with an allocation of 60 % to
equity and 40 % to bonds, and the second with a 50/40/10 allocation to stocks, bonds, and real assets, respectively.
Hartford Multifactor Low Volatility International
Equity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size fa
Equity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting
equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size fa
equity securities
exhibiting low volatility and constructing the
portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size factors.
Certain scientific studies have demonstrated that some professionally managed
equity mutual funds seem to
exhibit a modest level of apparent skill in their ability either to choose stocks and bonds and / or to manage their stock and bond
portfolios.
During
portfolio reviews, discussions often turned to how regularly the
equity market indices had been reaching new highs and the very low level of volatility they had
exhibited.