Sentences with phrase «excess returns over time»

We believe the best way to generate consistent, excess returns over time in the fixed income market is through the construction of higher yielding portfolios to maximize total return within risk parameters, compared to targeted benchmarks.

(A backtest is simply a statistical look at historical data to determine whether employing a given investment factor, such as selecting stocks with low price - earnings ratios, results in excess returns over time; i.e., returns above a stock market benchmark.)

Since the 1950s, several factors besides sheer risk have been identified that help explain excess returns over time.

Not exact matches

In what follows, I'm going to argue that if they can, then as markets develop and adapt over time, those excess returns should fall.

Although great at the time, returns in excess of 10 % should be considered gravy and the investor should expect that over the long run, their rate of return is going to average 10 %.

In any case, the relatively tight range of daily returns of the S&P 500 over the first six months of 2017 meant that market timing strategies would have found it even more difficult than usual to deliver excess returns.

This is calculated by taking a risk measure (beta) that compares the returns of the asset to the market over a period of time and to the market premium (Rm - rf): the return of the market in excess of the risk - free rate.

While factors have exhibited excess risk - adjusted returns over long time periods as seen above, over short horizons factors exhibit significant cyclicality, including periods of underperformance.

Bearing the excesses of maturity risk or credit risk over time can yield great returns, but few can live with the volatility.

Our aim is to provide our clients with «value added» (excess) returns over and above traditional benchmarks, while at the same time taking on less risk than the overall market.

From 2000 through 2015, the Sound Advice model portfolio has produced an average investment return of 11.1 percent annually, as compared to 2.2 percent annually from the S&P 500 over the same period, for an annual percentage return in excess of 5 times greater than the S&P 500.

We invest in managers that will compound returns over time in excess of their respective benchmarks.

This suggests that it's got harder over time to earn excess returns as a value investor employing a high BM strategy.

If we are serious about access to justice, we should throw out the existing civil rules and return to a rule book with nothing but the essentials:... Our trial and pre-trial procedures, like most things in life, have developed an excess of appendages and fluff over time.

If premium payments are made well in excess of the cost of insurance early in a variable insurance policies life, the internal returns from the investments should grow the policy value significantly over time.