Sentences with phrase «extra volatility»
(If we're prepared to put up with a little extra volatility for a little extra return, we can also Kelly weight our best ideas).
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Extra volatility does lower compounded returns over the long run, but I doubt that it is as much as the tracking errors that CC reports.
-LSB-...] we're prepared to put up with a little extra volatility for a little extra return, we can also Kelly weight our best ideas).
On a standalone basis, Treasury investors hugging the right - hand edge of the yield curve don't get paid for the extra volatility they endure.
Over the last couple of days, the market has seen a pull back, creating some extra volatility.
If you're crying at the thought of the extra volatility that this would introduce to Steve's portfolio then dry your eyes!
The Sharpe ratio describes how much excess return you are receiving for the extra volatility that you endure for holding a riskier asset.
Over the last couple of days, the market has seen a pull back, creating some extra volatility.
Nonetheless, emotions and uncertainty about what to expect in the rest of 2018 are driving some extra volatility.
I prefer to accept the extra volatility and not pay the extra fees.
The ratio describes how much excess return you are receiving for the extra volatility that you endure for holding a riskier asset.
-LSB-...] prepared to put up with a little extra volatility for a little extra return, we can also Kelly weight our best ideas).
On top of that, Buchman deems the exclusion of Tether from the indexing procedure will not only be necessary but also no stress to the index itself since Tether carried a weight of below 1 %, and as USD - pegged token, the best case scenario would have been including a constant within the index yielding no extra volatility but containing the legal risk described herein.