Sentences with phrase «higher standard deviation»

Higher standard deviations means more extreme ups and downs in the value of a portfolio over time.

Using Top 1 generates a slightly lower average monthly return and a slightly higher standard deviation of monthly returns.

And the stats between states show high standard deviations.

So often bench players carry higher standard deviations on performance because their minutes fluctuate more than starters.

Investors should anticipate a substantially higher standard deviation with these ETFs versus ETFs that do not use leverage.

Higher standard deviation numbers mean that the annual return for an investment is hard to predict and could bounce all over the place.

Higher standard deviation means more extreme ups and downs in the value of a portfolio over time.

It's risk is apparent in the standard deviation of 26 %, versus the S & P 500's 18 % (higher standard deviation indicates riskier and more volatile price performance).

The DFEOX tracked JMHH most closely, although at a lower annualized return and a slightly higher standard deviation.

The fund has high standard deviation at 5.22 against category average of 5.07.

In that period, the large - cap value ETF handily outperformed its growth counterpart, albeit with a slightly higher standard deviation (a measure of volatility of returns).

A higher standard deviation indicates a wider dispersion of past returns and thus greater historical volatility.

In general, a higher standard deviation means greater volatility.

A high standard deviation indicates a wide range of returns and thus greater volatility.

Higher standard deviations may indicate a more volatile asset class that has a greater potential for losses.

A higher standard deviation would mean that the returns are more scattered, and so more likely to have experienced large gains and outsize losses.

Over the entire sample period, the average daily / weekly / monthly returns of the world stock index are higher than those of gold, and gold returns have higher standard deviations than stock returns.

The higher the standard deviation, the more academically diverse the group.

The higher the standard deviation, the rarer that improvement is.

For example, a volatile stock will have a high standard deviation while a stable blue chip stock will have a lower standard deviation.

Aggressive growth funds, on the other hand, can be expected to have a high standard deviation from relative stock indices, as their portfolio managers make aggressive bets in an effort to generate higher - than - average returns.

The higher the standard deviation, the more volatile is the fund's returns.

While IJR outperformed MDY in terms of the annualized return, alpha and Sharpe ratio (just slightly), it also had the highest standard deviation (volatility), maximum drawdown and beta of all three ETFs.

This means that though commodities may generally have a higher standard deviation (overall volatility), they also tend to snap away from a losing streak faster than equities do, so their worst periods tend to be less significant than the worst case scenarios presented by equities.

The higher the standard deviation, the more the stock price moves.

But the slight performance advantage came at a cost: worse 60/40 performance in 2008 and a higher standard deviation (or volatility) of returns compared with the benchmark 60/40 portfolio.

But high standard deviation is not necessarily bad if an investment's average return is high - if you get paid for assuming the risk.

When a mutual fund has a high standard deviation, it means its range of performance is wide, implying greater volatility.

A higher standard deviation means greater volatility.

A high standard deviation indicates an investment has historically been more volatile, while a low standard deviation indicates an investment has historically been less volatile.

Also, note the observation that the long - term Treasury fund, with no credit risk but large term risk, has a higher standard deviation of annual returns than does the high - yield corporate bond fund, which has significant credit risk but much less term risk.

A high standard deviation indicates that the range is wide, implying greater potential for volatility.

A high standard deviation suggests a wider range of returns and indicates that there is a greater potential for volatility.

The highest standard deviation for portfolio returns from market timing is 13.93 percent, compared to 18.02 percent for buy - and - hold.

This is partly true because non-U.S. small - cap stocks do have higher standard deviations than large - cap stocks (both U.S. and non-U.S.).

Standard deviation is a measure of total risk that indicates the degree of variation in the actual returns relative to the average return over the period (three years in our figures); the higher the standard deviation, the greater the total risk.

The Schloss screen also has a higher standard deviation compared to the benchmarks in Figure 1.

A higher standard deviation usually means higher volatility in a fund.

The higher the standard deviation the wider the spread of data.

For investment returns, a higher standard deviation indicates a wider range of returns which indicates more volatility in a particular market.