Sentences with phrase «lagging average index»

We define «trend» as the normalized slope for the last ten trading days for both the S&P 500 index and the ten - day lagging average index P / C over the past ten trading days, normalizing by dividing the raw slope by the average value over the same ten trading days.

Not exact matches

San Diego financial planner Andrew Russell points out that some of Bush's active funds with complicated investment strategies — like Wasatch Long / Short Investor (FMLSX), with average annual returns of 3.2 % over the past decade, and Wells Fargo Advantage Absolute Return (WABIX), up 4.7 % — have lagged plain vanilla index funds.

Studies have consistently shown that the returns achieved by the average stock or bond fund investor have lagged the reported returns of the average stock or bond index, often by a large margin.

If the average fund return was 15 % and nearly 40 % of managers beat their index, there's a good chance that a lot of «professionals» lagged the rest of the market by a wide margin.

We allowed for monthly leads and lags of the MEI up to ± 1 year; the PDO and AMO indices were smoothed with a 5 - year running average and only the zero - lag relationships with SST were considered.

Studies have consistently shown that the returns achieved by the average stock or bond fund investor have lagged the reported returns of the average stock or bond index, often by a large margin.

While today's S&P Case - Shiller House Price Index showed increases in most cities, that survey is a 3 month average with a 2 month lag, so it only really tells you what has happened, not what is or is going to happen.

It's a very stable index with about a one - month lag due to it's price being based on the prior months total annual average of interest on deposit accounts.

During the three years ending in 2014 — a long, uninterrupted bull market — the fund's A-series version lagged the MSCI World Index by an average of five percentage points a year, making it look like a dud.

Although the typical active large - company U.S. stock fund lagged Vanguard Index 500 over the past one, three, five and ten years, «above average» funds fared better, according to a new Morningstar study.

The average club lagged a broad market index by 3.8 percent per year, returning 14.1 percent versus 17.9 percent.

On average, the S&P's racked up well over double the gains of the two lagging indices — is this really sustainable?!

The degree to which the average unskilled (or unlucky) manager should be expected to lag index returns is also below average.

Using GISTemp Land / Ocean Index values and Niño 3.4 values, I computed 12 - month running averages of Niño 3.4 and compared them to the average GISTemp values at lags of 0, 3, and 6 months.

Meanwhile, the Ethereum price posted an index - matching 7.5 percent increase after lagging the average market return over the previous several days.

The softer average gains in the early summer of last year are evidence of this cyclic nature as well as a lag in the price index used.