Sentences with phrase «historical volatility of a portfolio»

Risk measures the historical volatility of a portfolio's return.

Not exact matches

Portfolio Margin uses a risk - based model that determines margin requirements based on historical volatility by valuing a specific portfolio over a range of underlying price and volatiliPortfolio Margin uses a risk - based model that determines margin requirements based on historical volatility by valuing a specific portfolio over a range of underlying price and volatiliportfolio over a range of underlying price and volatility moves.

??? On this web site, get everything about those portfolios for FREE: you will find a description, the current holdings, the compounded returns, the sector mix, the volatility rating and the historical orders since the inception of each portfolio.

Figure 2, Panel A, plots the historical excess return and historical volatility, and Panel B the five - year expected return and expected volatility, at year - end 2016 for a number of common factors in the US market, constructed as long — short portfolios.

The MFIP doesn't select from the whole of Class 4 because very few Class 4 funds have demonstrated low enough historical volatility to qualify for this fixed income portfolio.

Although the fund's historical standard deviation was similar to that of the ETF implementing its primary benchmark (IWD), the fund's concentrated portfolio (top ten holdings constitute over 44 % of total assets) may result in a higher volatility in the future.

Another benefit, at least according to this study by Ibbotson that looked at historical performance of a covered call strategy, is lower portfolio volatility.

Our Volatility Meter shows the historical returns of key asset classes and illustrates how diversification can affect a portfolio's volatility and returns over theVolatility Meter shows the historical returns of key asset classes and illustrates how diversification can affect a portfolio's volatility and returns over thevolatility and returns over the long run.

In addition, «Historical volatility of single - family portfolio values [is] lower than most other residential / commercial rea estate asset classes.