Sentences with phrase «international factor portfolios»
For international factor portfolios, we use the universe of stocks from the Worldscope / Datastream database.
https://www.researchaffiliates.com/ Not exact matches
The percentages of the Portfolio's assets allocated to each Underlying Fund are: Vanguard Total Bond Market II Index Fund 14 % Vanguard Total International Bond Index Fund 5 % Vanguard Short - Term Inflation - Protected Securities Index Fund 6 % Vanguard Federal Money Market Fund 75 % Through its investment in Vanguard Total Bond Market II Index Fund, the Portfolio indirectly invests in a broadly diversified collection of securities that, in the aggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other characteristics.
International diversification has historically improved equity factor portfolio performance.
In Appendix B we replicate the same six factor portfolios in three international markets — Japan, the United Kingdom, and Europe ex UK — over the period July 1993 — September 2016.
To simulate the small - value factor in the international markets, we construct the value portfolio from small - cap stocks above the 70th percentile in their respective region (Japan, United Kingdom, and Europe ex UK) by book - to - market ratio, and the growth portfolio from small - cap stocks below the 30th percentile in their respective region.
«As part of the program, investors now have greater access to two of our comprehensive factor ETFs, which are intended to serve as core portfolio allocations as well as alternatives to traditional market cap weighted domestic and international index products.»
The percentages of the Portfolio's assets allocated to each Underlying Fund are: Vanguard Total Bond Market II Index Fund 70 % Vanguard Total International Bond Index Fund 17.50 % Vanguard Institutional Total Stock Market Index Fund 8.75 % Vanguard Total International Stock Index Fund 3.75 % Through its investment in Vanguard Total Bond Market II Index Fund, the Portfolio indirectly invests in a broadly diversified collection of securities that, in the aggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other characteristics.
Hartford Multifactor Low Volatility International Equity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size factors.
Our International Fund portfolio managers provide a detailed analysis of various global factors they view as key drivers of growth in international markets and discuss why today's investing environment could be ideal for investors looking to expand their internatioInternational Fund portfolio managers provide a detailed analysis of various global factors they view as key drivers of growth in international markets and discuss why today's investing environment could be ideal for investors looking to expand their internatiointernational markets and discuss why today's investing environment could be ideal for investors looking to expand their internationalinternational exposure.
Tags for this Online Resume: Project Management, Business benefits management, Human factors, Portfolio management, International skills
The way in which you make it, how you handle the risk factors, how hands on you want to be and how you balance your international portfolio to run best alongside any other savings and investments you hold will be the trick to maximizing your success.