Sentences with phrase «excluded slippages»
Moreover, Ribes revealed that the chart above excluded slippages of over 4 percent.
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The past 5 years the cumulative return was approximately 64.9 % excluding slippage and commission.
The past 3 years the screen returns were approximately -21.4 % excluding slippage and commissions.
The past 1 year the screen returned 105.4 % excluding slippage and commissions.
The 8 year performance of the strategy results in a $ 100 investment turning into $ 349.70 versus $ 137.30 in the Russell 2000 (dividends excluded) when rebalanced every 4 weeks and excluding slippage / commissions:
Returns exclude slippage, commissions, and taxes (if any).
Not exact matches
Returns exclude commissions and taxes and assume.25 % slippage.
If an investor bought the Emerging Markets Permanent Portfolio on January 3rd, 2005 and held until February 17th, 2012, the total return was 128.4 % (12.3 % CAGR) and 12.7 % volatility (all returns discussed exclude commissions, taxes, and slippage).
If an investor bought the Emerging Markets Permanent Portfolio on January 3rd, 2005 and held until February 17th, 2012, the total return was 128.4 % (12.3 % CAGR) and 12.7 % volatility (all returns discussed exclude commissions, taxes, and slippage).
Returns exclude commissions and taxes and assume.25 % slippage.
Test results exclude commissions and dividends but include.5 % slippage.