Sentences with phrase «measure of risk adjusted»

There is also a variation of the Ulcer Index called the Ulcer Performance Index which is a great measure of Risk Adjusted Return.

A measure of risk adjusted return, which is to say it helps quantify whether a fund is delivering returns commensurate with the risk it is taking.

Another measure of risk adjusted return, but in this case it is relative to the amount of downside volatility (DSDEV) a fund incurs.

Not exact matches

Beyond then, we expect the company to sustain credit measures that are consistent with its intermediate financial risk profile, characterized by fully adjusted debt to EBITDA of 2.5x - 3.0 x, funds from operations to debt of more than 25 %, and EBITDA interest coverage of more than 5.0 x.

The fund's overall Morningstar Rating measures risk - adjusted returns and is derived from a weighted average of the performance figures associated with its 3 -, 5 - and 10 - year (if applicable) rating metrics.

For each fund with at least a three - year history, Morningstar calculates a Morningstar Ratingä based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

Returns by media type are similar whether measured simply in excess of the risk - free rate or adjusted for multiple risk factors common to long / short U.S. equity hedge funds.

Alpha is a risk - adjusted measure of the value that a portfolio manager adds to or subtracts from a fund's return.

Sharpe Ratio The Sharpe ratio, developed by Nobel Prize winner William Sharpe, provides a measure of a fund's historical risk - adjusted performance.

Sharpe Ratio: A risk - adjusted measure of performance evaluation.

The research found that the annualized alpha, a measure of performance on a risk - adjusted basis, of younger fund managers fell nearly 16 percent during a divorce, while that of...

We used a subset of risk - adjusted return measures that, in my mind, were low hurdles to beat.

Due to the lower price volatility of the Australian market during the past seven years, whether measured on local - currency or common - currency terms, the Australian market has outperformed the US market on a risk - adjusted basis.

Multivariable Poisson regression28 was performed to report crude and adjusted rate ratios as a measure of relative risks for the association between Baby Friendly status and breastfeeding initiation, any breastfeeding at 1 month and breastfeeding continuation to 1 month.

Among patients with hypertension at high risk of cardiovascular disease, a program that consisted of patients measuring their blood pressure and adjusting their antihypertensive medication accordingly resulted in lower systolic blood pressure at 12 months compared to patients who received usual care, according to a study in the August 27 issue of JAMA.

The risk of developing 22 of the most common cancers, which represent 90 % of the cancers diagnosed in the UK, was measured according to BMI after adjusting for individual factors such as age, sex, smoking status, and socioeconomic status.

NSQIP is the leading nationally validated, risk - adjusted, outcomes - based program to measure and improve the quality of surgical care in hospitals.

As a whole, the team found that better performance in these quality measures was not consistently associated with lower adjusted risk of readmission or death at 30 days.

The NSQIP database is the leading nationally validated, risk - adjusted, outcomes - based program to measure and improve the quality of surgical care in hospitals.

Globorisk measures cardiovascular risk in individuals aged 40 or older by factoring in the person's smoking status, blood pressure, diabetes status, and total cholesterol level, whilst adjusting for the effects of sex and age on cardiovascular disease between countries.

ACS NSQIP is the leading nationally validated, risk - adjusted, outcomes - based program to measure and improve the quality of surgical care in hospitals.

Different Scenarios of the Effect of an Unmeasured Confounder on an Adjusted Measure of Association Between Maternal Influenza Vaccination During the First Trimester and Risk of ASD.

Objective To test the association of a polygenic risk score for waist - to - hip ratio (WHR) adjusted for body mass index (BMI), a measure of abdominal adiposity, with type 2 diabetes and CHD through the potential intermediates of blood lipids, blood pressure, and glycemic phenotypes.

Martin is a risk adjusted return metric that is the ratio between excess return, which is the compounded annualized total return above risk free T - Bill return, divided by the so - called Ulcer Index, which is a measure of extent and duration of drawdown.

While the emphasis on technology stocks may improve the funds» performance, as shown in a previous Alpholio ™ post, past selection of securities in OAKMX did not lead to spectacular results when measured on a truly risk - adjusted basis.

Although, when we look at what may be the holy grail of diversification, measured by the risk adjusted return of a portfolio when commodities are added to stocks and bonds, the DJCI comes out slightly ahead.

Even the Sharpe ratio, which is the most commonly used metric to measure the risk - adjusted return of an investment, could be taught to someone who only had grade - school math skills.

For example, in his 1996 study, «Another Puzzle: The Growth in Actively Managed Mutual Funds,» which covered the period from 1985 through 1994, Martin J. Gruber found that the average performance of funds with net inflows was significantly positive, based on a risk - adjusted performance measure.

The theory tells us how to adjust our allocations among a diverse set of asset classes to get the best combination of risk (as measured by the year - to - year volatility) and return.

As measured by the Sharpe and Sortino ratios, the fund had slightly better risk - adjusted performance than VIG but lower than that of IVW, both large - cap growth ETFs.

The effectiveness of the return / drawdown ratio as a measure of risk - adjusted return is best illustrated by the example referenced at the beginning of this article (Investments A and B).

Alpha is a measure of mutual funds» performance after adjusting the risk.

5 Star Overall Morningstar Rating ™ out of 549, 4 stars among 549 for the three - year, 5 stars among 485 for the five - year, and 5 stars among 352 for 10 - year Midcap Growth funds as of 3/31/18 (derived from a weighted average of the fund's 3 -, 5 -, and 10 - year risk adjusted return measure).

The key measures of risk - adjusted performance are the Sharpe and Sortino ratios.

Lastly, the strategy's Sharpe Ratio, a measure of risk - adjusted returns, was very strong at 1.1.

Alpha is a risk - adjusted measure of the value that a portfolio manager adds to or subtracts from a fund's return.

Because USMV's market - like returns have come with less risk, its risk - adjusted returns (a measure of how much risk is involved in generating a security's return) have been better than 99 % of large - cap domestic equity mutual funds and ETFs since its inception.2

We weigh the balance of your risks and returns by computing measures of risk - adjusted performance, such as the Sharpe and Martin ratios.

Alpha is a measure of the portfolio's risk adjusted performance.

Highly rated funds are defined as those funds that have a 4 - or 5 - star Morningstar rating.For each fund with at least a three - year history, Morningstar calculates a Morningstar Rating ™ based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

Intrepid Endurance, a slightly more - flexible version of Mr. Cinnamond's fund, finished first on every meaningful measure of risk - adjusted performance: highest Sharpe ratio, highest Sortino ratio, highest Martin ratio, lower Ulcer Index, lowest maximum drawdown, shortest recovery period... and it returned a respectable 8.2 % per year, well ahead of its peers.

Treynor Ratio is a risk - adjusted measure of return based on systematic risk.

The fifth shows the fund's Sharpe ratio, a measure of risk - adjusted returns, against its peers.

Our patented RealAlpha ™ measure assesses the value added or subtracted by active management of a fund or portfolio on a truly risk - adjusted basis.

Overall Morningstar ™ rating out of 544 Mid-cap Growth funds as of 4/30/18 (derived from a weighted average of the fund's three -, five -, and ten - year risk adjusted return measure).

Overall Morningstar ™ rating out of 1,177 Large Blend funds as of 4/30/18 (derived from the fund's three - and five - year risk adjusted return measure).

Dear Shanmukh, Alpha is a measure of performance on a risk - adjusted basis.

Also, the standard deviation for both of the funds are on the lower side.Both these funds have high Alpha (Alpha is a measure of performance on a risk - adjusted basis.

Sharpe ratio is a measure of a portfolio's risk - adjusted returns.

Another metric that measures a risk - adjusted return is the Coefficient of Variation.