Sentences with phrase «month rolling return»

Please note that the youngest of these ETFs (GSG) determines the common time frame of this analysis: the first full month of GSG returns was August 2006, so the first 36 - month rolling return became available at the end of July 2009.

Not exact matches

The strategies derive from three choices: (1) length of the rolling window used to calculate stock and market index betas (one, three, six or 12 months of daily returns); (2) portfolio holding period (12 months or three months); and, (3) portfolio tilt method (four alternatives).

They calculate returns for precious metals based on a continually rolling position in nearest month futures.

The former world No. 1 may be ready to return to competitive golf by the time the British Open rolls around in a month, or, according to a spine surgeon who says he operated on Seve Ballesteros, the career of the 14 - time major champion may be just about over because the pain in his back will recur once he starts playing again and be too much to overcome.

Dan McGuire returns from what felt like a 6 - month vacation, rested and ready to roll with EPL Week 28 analysis and value picks.

I just returned from my final vacation of the summer (whomp - whomp...), though when the Olympics roll around next month I can't imagine I will be terribly productive at work.

Over the course of months they've supposedly fallen in love Bravo Media rolls out the red carpet for a slew of celebrity and Bravolebrity guests when The Millionaire Matchmaker returns.

New Rock and Roll Hall of Fame inductee Madonna returns next month with a new record titled Hard Candy.

The blue line in the graph is the S&P 500, on a log scale, and the red bars represent the 6 - month rolling correlation between the weekly returns of the EAFE index and the S&P 500.

To identify the best candidates for substitution, we will use the correlation of rolling 52 - week returns (conventionally, we would use rolling 36 - month returns, but John Hancock ETFs have insufficient history).

For example, while managed futures as an asset class have generally underperformed stock and bond markets in their current bull market, if one compares the rolling 12 month returns of various asset classes (bonds, hedge funds and managed futures) against the S&P 500 from 1994 to 2014, managed futures as an asset class rose when the S&P 500 declined.

Alpholio ™ calculations indicate that from inception inception through February 2017, the fund returned more than the ETF in approximately 70 % of all rolling 36 - month periods, 71 % of 24 - month periods and 51 % of 12 - month periods.

The median cumulative (not annualized) return difference over a rolling 36 - month period was minus 3 %.

Using rolling 12 - month returns (monthly year - over-year) from Jan 1979 — Sep 2015 of the S&P 500, the result shows that whether there was a bull, bear or flat stock market, gold was positive at least half the time.

Alpholio ™'s calculations indicate that over the five - year interval through July 2016, the fund returned more than the ETF in only 16 % of all rolling 36 - month periods, 22 % of 24 - month periods and 47 % of 12 - month periods.

Alpholio ™ calculations show that over the ten calendar years through 2016 the fund returned more than the ETF in about 94 % of all rolling 36 - month periods, 80 % of of 24 - month periods and 72 % of 12 - month periods.

Historically, the S&P / TSX Capped REIT Income Index exhibited higher best monthly returns, average monthly returns, and maximum rolling 12 - month returns compared with the benchmark.

Alpholio ™ calculations show that from January 2000 through September 2016 the fund returned more than the ETF in about 60 % of all rolling 36 - month periods, 54 % of 24 - month periods and 49 % of 12 - month periods.

Alpholio ™'s calculations show that over the ten years through July 2016, the fund returned more than the ETF in approximately 64 % of all rolling 36 - month periods, 56 % of 24 - month periods and 58 % of 12 - month periods.

Alpholio ™'s calculations show that since inception, the fund returned more than the ETF in about 72 % of all rolling 36 - month periods, 76 % of 24 - month periods, and 68 % of 12 - month periods.

Alpholio ™'s calculations show that since September 2004 (the start month of the current manager), the fund returned more than the ETF in about 47 % of all rolling 12 - month periods, 48 % of 24 - month periods, and 62 % of 36 - month periods.

You are also eligible on your return for tax year 2016 to exempt up to $ 101,300 * 1/4 (or 1 / 3rd, depending on when you arrived) of income earned abroad in that year, as the 12 - month rolling period began in September of 2016.

Alpholio ™ calculations indicate that through August 2016, the fund returned more than the ETF in 95 % of all rolling 36 - month periods, 88 % of 24 - month periods and 68 % of 12 - month periods.

Alpholio ™ calculations show that since 2007, the fund returned more than the ETF in about 61 % of all rolling 12 - month periods.

Alpholio ™'s calculations show that over the ten years through March 2016 the fund returned more than the ETF in about 79 % of all rolling 36 - month periods.

Alpholio ™'s calculations show that since that ETF's inception in January 2012, the fund returned more than the ETF in about 18 % of all rolling 12 - month periods and 6 % of rolling 24 - month periods.

The Best and Worst 12 months is calculated from rolling 12 - month returns over the 30 - year time period.

The median rolling 36 - month correlation of the fund's returns to those of IVV was approximately 0.9.

Alpholio ™ calculations show that over the ten years through September 2016, the fund returned more than the ETF in about 45 % of all rolling 36 - month periods, 53 % of 24 - month periods and 61 % of 12 - month periods.

Over a rolling 36 - month period, the cumulative (not annualized) return of the fund trailed that of the ETF by a median 1.90 %.

In 2014, Alliance Bernstein compared the returns of investing immediately in the S&P 500 versus investing gradually through dollar - cost averaging, analyzing every rolling 12 - month period since 1926 (results are shown in the chart above).

Alpholio ™ calculations indicate that under the longest - serving manager, the fund returned more than the ETF in 51 % of all rolling 36 - month periods, 46 % of 24 - month periods, and 43 % of 12 - month periods.

Alpholio ™ calculations indicate that the fund returned more than the ETF in just 40 % of all rolling 36 - month periods, with a median cumulative (not annualized) return difference of negative 3.06 %:

Alpholio ™ calculations show that since inception the fund returned more than the ETF in approximately 48 % of all rolling 36 - month periods, 44 % of 24 - month periods and 42 % of 12 - month periods.

Alpholio ™'s calculations show that since inception the fund returned more than the ETF in 88 % of all rolling 36 - month periods, 89 % of 24 - month periods and 62 % of 12 - month periods.

Alpholio ™'s calculations show that the fund returned more than the ETF in approximately 88 % of all rolling 36 - month periods, 65 % of 24 - month periods and 71 % of 12 - month periods.

Alpholio ™ calculations indicate that the fund returned more than the ETF in only 12 % of all rolling 36 - month periods, 19 % of 24 - month periods, and 35 % of 12 - month periods:

Alpholio ™ calculations indicate that over the 10 years through September, the fund returned more than the ETF in about 45 % of all rolling 36 - month periods, 47 % of 24 - month periods and 53 % of 12 - month periods.

Alpholio ™ calculations indicate that through September 2017, the fund returned more than the ETF in 99 % of all rolling 36 - month periods, 96 % of 24 - month periods and 80 % of 12 - month periods.

According to Alpholio ™ calculations, over the ten years through 2016 the fund returned more than the ETF in approximately 66 % of all rolling 36 - month periods, 59 % of 24 - month periods and 52 % of 12 - month periods.

Alpholio ™ calculations show that over the ten years through 2016 the fund returned more than the ETF in approximately 96 % of all rolling 36 - month periods, 69 % of 24 - month periods and 55 % of 12 - month periods.

The median cumulative (not annualized) return difference over a rolling 36 - month period was close to 16.8 %.

Alpholio ™'s calculations show that since inception the fund returned more than the ETF in approximately 93 % of all rolling 36 - month periods, 87 % of 24 - month periods and 84 % of 12 - month periods.

Alpholio ™ calculations show that over the 15 years through 2016 the fund returned more than the ETF in approximately 34 % of all rolling 36 - month periods, 32 % of 24 - month periods and 38 % of 12 - month periods.

Each month, he forms three groups of eight equally weighted portfolios of industries ranked separately by: (1) beta based on rolling regressions of industry returns versus value - weighted market returns over the past 60 months; (2) value based on the latest available industry book - to - market ratios (value - weighted composites of component firm book - to - market ratios, updated annually); and, momentum based on lagged six - month industry returns.

Alpholio ™'s calculations demonstrate that the fund returned more than this ETF in just over 56 % of all rolling 12 - month periods.

According to Alpholio ™ calculations, over the past 14 years the fund returned more than the ETF in about 73 % of rolling 12 - month periods.

Using rolling 12 - month returns (monthly year - over-year) from Jan 1979 — Sep 2015, the result shows that whether there was a bull, bear or flat stock market, gold was positive at least half the time.

Alpholio ™'s calculations show that the fund returned more than this ETF in 100 % of all rolling 36 - month and 24 - month periods, as well as 78 % of 12 - month periods.

Alpholio ™'s calculations show that, since then through 2014, the fund returned more than the ETF in about 56 % of all rolling 12 - month periods.