Sentences with phrase «in deep drawdowns»
One of our core beliefs is that making money over time is more about protecting against locking in deep drawdowns than it is about squeezing out every ounce of upside during bull markets.
http://www.seasoninvestments.com/ Not exact matches
In other words, if real earnings didn't experience their deepest drawdown ever, stocks wouldn't appear so expensive.
Comparing all the major asset classes through the risk lens of current drawdown shows that commodities, despite the recent rally, remain deep in the hole.
The two most recent bear markets, strong bond returns helped offset deep declines in equities, helping the balanced portfolio incur less than half of the drawdown of an equity - only portfolio.
In their July 2017 paper entitled «Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less», Wouter Keller and Jan Keuning introduce VAA as a dual momentum asset class strategy aiming at returns above 10 % with drawdowns less than -20 % deep.
Even good trend - following models were subject to far more severe whipsaws and deep drawdowns than were observed in post-war data.
Dr Sinha concluded: «The deeper understanding gained in this study of the processes and regions responsible for variations in oceanic heat drawdown and retention will improve the accuracy of future climate projections.»
The two most recent bear markets, strong bond returns helped offset deep declines in equities, helping the balanced portfolio incur less than half of the drawdown of an equity - only portfolio.
Notably, since 2007, there has been a negative correlation of -76 % between the 6 - month drawdown in the S&P 500 and the 40 - week growth rate of the monetary base (with a 10 - week lag - the deeper the market loss, the greater the monetary response), and a positive correlation of 54 % between the 40 - week growth rate of the monetary base and the subsequent recovery of the market, resulting in a negative correlation of -34 % between the 6 - month drawdown in the S&P 500 and the advance in the S&P 500 itself over the following 40 weeks.
While controlled iron fertilization experiments have shown an increase in phytoplankton growth, and a temporary increase in drawdown of atmospheric CO2, it is uncertain whether this would increase carbon transfer into the deep ocean over the longer - term.
Halting the production of marine biota C and maintaining the same fluxes of C out of marine biota, the marine biota C would be used up in about 3 weeks, at which point a 0.0022 % / year ** drawdown of O2 could persist for some longer time (** the actual removal of O2 from the atmosphere via oxidation in the deeper ocean may occur over a timescale of 1000 years, but the oxydation of organic C in the ocean might be completed over a significantly shorter time, so the actual removal of O2 from the atmosphere may be slower than 0.0022 % / year)-- but it still wouldn't have much total effect on the amount of atmospheric O2.