Sentences with phrase «factor portfolios typically»

Not exact matches

By adding alternative asset classes, we can enhance diversification by selecting exposure to factors that don't typically come from a traditional balanced portfolio of stocks and bonds.

A half - life of 1.0 typically means roughly 100 % annual portfolio turnover; a half - life of 10.0 means only about one - tenth of the portfolio turns over in any given year.8 Strategies and factors with longer half - lives, such as small cap and profitability, are likely to have portfolios that change slowly from one year to the next, making it much easier to tease out the structural alpha.