Sentences with phrase «historical risk»

Our long - term forecasts are based on our assessment of current valuation measures, economic growth and inflation prospects, as well as historical risk premiums.

Higher values generally indicate better historical risk - adjusted performance.

A higher number indicates better historical risk - adjusted performance.

Morningstar ratings may vary among share classes and are based on historical risk - adjusted total returns, which are not indicative of future results.

A more scientific way to respond to this question is to look at historical returns and see what blends of U.S. and international stocks result in the lowest historical risk.

(Note that some people try to overcome this limitation by conducting an analysis that uses multiple overlapping segments of historical risks and returns data and then identifying the optimal portfolio among all possible outcomes.

The chart depicts observed historical risk based on the performance of broad diversified indexes named in the disclosure for the chart «Drifting into risk as stock markets rise.»

When determining if your business is right for an unsecured business loan, our underwriters analyze a variety of metrics such as big data, historical risk models, and trade line distribution to determine its unique growth potential instead of just looking at your credit score.

The large allocation to quality is not a function of a generous return assumption, but is instead driven by quality's historical risk mitigating properties.

Portfolio Strategies Donï ¿ 1/2 t Over-Rely on Historical Data to Forecast Future Returns Historical risk may be a reasonably good predictor of future risk, but past returns are a rotten predictor of future returns.

In many ways, a manager change can negate previous historical risk / reward numbers.

Yes, one can look to Ibbottson for historical risk premia, or leave one to the individual decision making of lenders, butt it complicates and obscures the analysis.

The long - term historical risk premium paid to bondholders of US dollar denominated intermediate - term bonds has been roughly 2.75 % in real dollar terms — after 3 % inflation has been removed from the analysis.

Worse, the investment industry relies on historical risk and return data to project future returns, somewhat like navigating a car by peering through its rear - view mirror.

Higher values generally indicate better historical risk - adjusted performance.

There's a historical risk in the Fed reducing its balance sheet, though.

A statistical measurement of a fund's historical risk - adjusted performance.

The higher the historical risk - adjusted return, the higher the ranking.

Sharpe Ratio The Sharpe ratio, developed by Nobel Prize winner William Sharpe, provides a measure of a fund's historical risk - adjusted performance.

For our research, we blended U.S. stocks and international stocks in 10 % increments and tested their historical risk.

This historical risk may seem remote to some of us.

Historical risk may be a reasonably good predictor of future risk, but past returns are a rotten predictor of future returns.

Since Schwab's fundamentally - indexed mutual funds have been in existence for over six years now, and that period spanned a significant market downturn, it is worthwhile to take a look at their historical risk - adjusted performance, as measured by the trailing five - year Sharpe Ratio (all data from Morningstar):

Unless the forthcoming active ETF adopts a drastically different investment strategy, the historical risk - adjusted performance of its sibling mutual fund does not bode well for the future of this new product.

The higher the historical risk - adjusted return, the higher the ranking.

Better yet, it has a historical risk (beta) that is 1/3 of the S&P 500.

If the historical data ceases to support the use of a historical risk premium, can we then draw on intuition and argue that since small companies tend to be riskier (or we perceive them to be), investors must require higher return when they invest in them?

The higher the Sharpe ratio, the better the portfolio's historical risk - adjusted performance.

A statistical measurement of a fund's historical risk - adjusted performance.