Sentences with phrase «hypothetical quality portfolio»

Not exact matches

It is important to note that, after adding the value screen, the S&P China A-Share Quality Value Index recorded higher absolute and risk - adjusted returns with slightly higher return volatility and bigger drawdown than the hypothetical S&P China A-Share Quality 200 Portfolio without an additional value screen.

[2] The S&P China A-Share Quality 200 Portfolio is a hypothetical portfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index methoQuality 200 Portfolio is a hypothetical portfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index metPortfolio is a hypothetical portfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index metportfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index methoquality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index methoQuality Value Index methodology.