Sentences with phrase «indexed performance versus»

Not exact matches

In these vehicles, a portfolio manager attempts to outperform an index, versus just replicating an index's performance.

The Fund's calendar year performance was weak in absolute and relative terms, declining 4 % versus the MSCI World ex U.S. Index's loss of 3 %.

Exhibit 1: Preliminary Performance of Income Strategy Versus High Yield, Equity Indices, Through 4/27/181

The Fund's calendar - year performance was weak in absolute and relative terms, declining 5 % versus the MSCI World ex U.S. Index's loss of 4 %.

The idea was this: the returns of a manager are equal to his alpha versus a composite index that best fits his performance.

To prove the difference having a rule - based trading strategy and market timing system can make, check out the graphic below, which is a 10 - year historical comparsion of the performance of The Wagner Daily newsletter versus the benchmark S&P 500 Index:

Alpha and Beta are calculated based on a regression of monthly performance data since inception versus the S&P 500 total return index.

This index measures the greenback's performance versus a basket of other currencies.

The Fund's calendar - year performance was strong in absolute and relative terms, returning 29 % versus the MSCI World ex U.S. Index's return of 21 %.

This chart shows the performance of the US S&P 500 index over the past two years versus the Australian and Canadian equivalents, all expressed in US dollar terms.

Exhibit 2 shows the calendar year performance of the S&P / TSX Capped REIT Income Index versus the underlying benchmark.

This performance history indicates that the compound return of emerging markets stocks was 11.3 %, versus 10.4 % for the Standard & Poor's 500 Index SPX, -0.02 % Data sourced for this report comes from Dimensional Fund Advisors.

However, following similar times in the past, value investors achieved both strong absolute returns and robust relative performance versus the market indexes.

Following similar times in the past, value investors achieved both strong absolute returns and robust relative performance versus the broad market indexes.

The S&P Indices Versus Active (SPIVA ®) Latin America Scorecard is a semi-annual report that compares the performance of active mutual funds in Latin America against passive benchmarks.

The primary thrust of most academic analyses would be to measure the past total return performance of the fund holding Toyoda Common, versus indexes or other funds with the same investment style.

Any such performance adjustment to the management fee will be applied monthly based upon the 36 - month rolling performance of the fund versus the applicable index.

Security selection in Information Technology (IT) and Materials contributed to relative performance but weakness in Industrials caused the Strategy to lag its benchmark, the Russell 3000 ® Value Index, returning 0.79 % † versus 1.29 %.

When writing about investment returns, they are most often presented as percentages and as relative performance versus widely followed indexes.

The S&P Indices Versus Active (SPIVA) India Scorecard, which is a biannual report, attempts to capture the performance of active funds (both equity and debt funds) domiciled in India against S&P BSE benchmarks over different time horizons.

With respect to what to do next with the shares, the site will allow you to compare the performance versus the broad S&P 500 stock market index, any of their main competitors or any other name that you might like to compare.

In a year marked by record breaking gains, it is particularly important to measure the relative performance of active funds versus the indices as bull markets often present challenging conditions for active managers to overcome.

In the U.S. stock market, 87 years of performance data (1928 through 2014) give small - cap value stocks a huge advantage: A compound return of 13.6 %, versus 9.8 % for the Standard & Poor's 500 Index SPX, -0.57 % Data sourced for this report comes from Dimensional Fund Advisors.

The so - called SPIVA study (short for Standard & Poor's Indices Versus Active), which can be found at spindices.com, compares the performance of actively managed stock and bond funds to appropriate benchmark indexes.

In fact, when Morningstar compared the performance of the hedged versus unhedged MSCI EAFE index over the past 25 years, the results were essentially a toss - up.

Security selection in Consumer Staples and Consumer Discretionary boosted relative performance and helped the Strategy outperform its benchmark, the Russell 3000 ® Value Index, returning 6.07 % † versus 5.08 %.

One year after the index launch date, we present a performance analysis of the HYLV index versus the benchmark S&P U.S. High Yield Corporate Bond Index for index launch date, we present a performance analysis of the HYLV index versus the benchmark S&P U.S. High Yield Corporate Bond Index for index versus the benchmark S&P U.S. High Yield Corporate Bond Index for Index for 2017.

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 investment.

Noting EIIB's operational progress, and spectacular equity market returns, that's a damning level of under - performance — versus, for example, the FTSE AIM All - Share Index (up +20.3 % in 2013), the Bloomberg GCC 200 Index (+26.7 %), or the Dubai Financial Market General Index (+107.7 %).

The idea was this: the returns of a manager are equal to his alpha versus a composite index that best fits his performance.

But if anyone out there knows of an academic (I purposely do not say money management industry) study demonstrating consistently better performance — after fees and taxes — of any actively managed stock fund versus, say, an S&P 500 or Total Stock Market index fund, please educate us in the comments to this post.