Sentences with phrase «index on a rolling basis»

In order to achieve the daily return of the index on a rolling basis, the funds will reset their holdings daily in the same manner as the leveraged products.

Not exact matches

Futures contracts expire on a regular basis, and futures - based indices must roll their positions into the next contract to maintain their exposure.

The Dow Jones RAFI Commodity Index is a broad commodity index based on Research Affiliates» commodity strategy that utilizes price momentum and roll yield to provide (1) dynamic commodity weighting exposure and (2) intelligent futures contract selecIndex is a broad commodity index based on Research Affiliates» commodity strategy that utilizes price momentum and roll yield to provide (1) dynamic commodity weighting exposure and (2) intelligent futures contract selecindex based on Research Affiliates» commodity strategy that utilizes price momentum and roll yield to provide (1) dynamic commodity weighting exposure and (2) intelligent futures contract selection.

Citi Fixed Income Indices methodology for monthly currency - hedged returns is based on the assumption of a rolling strategy of buying the foreign currency at the beginning of each month and selling the foreign currency one - month forward.

Table 2 highlights Sharpe ratios for these same indices.1 Another interesting characteristic of the small - cap stock universe, is that neither the Russell 2000 ® Index nor the MSCI ACWI ex USA SC have generated a negative 10 - year return since their respective inception dates (based on rolling ten - year returns).

Based on median actively managed large - cap funds, with manager tenure of greater than 10 years (longest - tenured portfolio manager), annualized three - year rolling returns (with a quarterly frequency) over the 20 - year period ending December 31, 2017 against the S&P 500 Index returns.

Based on a 20 - year period ending December 31, 2017, the median long - tenured, actively managed large - cap fund has outperformed the S&P 500 Index 58 % of the time.3 The chart to the right illustrates an AMG Yacktman Fund investor's over or under performance versus the S&P 500 Index based on a rolling 3 - or 10 - year investBased on a 20 - year period ending December 31, 2017, the median long - tenured, actively managed large - cap fund has outperformed the S&P 500 Index 58 % of the time.3 The chart to the right illustrates an AMG Yacktman Fund investor's over or under performance versus the S&P 500 Index based on a rolling 3 - or 10 - year investbased on a rolling 3 - or 10 - year investment.

The chart above displays the frequency of over performance vs. the Funds» benchmark, S&P 500 Index on a rolling 3 - and 10 - year basis.

The REALPAC / IPD Canada Quarterly Property Index is published quarterly and reports returns on a four quarter rolling basis.