Sentences with phrase «monthly rolling returns»

Not exact matches

Much of the acceleration was due to a monthly decline in March 2017 rolling out of the equation, so the year / year rate has returned to its level prior to that decline.

Starting things off, there's an audio commentary from director Mark Hartley, joined by «Ozploitation Auteurs» Brian Trenchard - Smith, Antony I. Ginnane, John D. Lamond, David Hannay, Richard Brennan, Alan Finney, Vincent Monton, Grant Page, and Roger Ward; a set of 26 deleted and extended scenes, now with optional audio commentary from Hartley and editors Sara Edwards and Jamie Blanks; The Lost NQH Interview: Chris Lofven, the director of the film Oz; A Word with Bob Ellis (which was formerly an Easter Egg on DVD); a Quentin Tarantino and Brian Trenchard - Smith interview outtake; a Melbourne International Film Festival Ozploitation Panel discussion; Melbourne International Film Festival Red Carpet footage; 34 minutes of low tech behind the scenes moments which were shot mostly by Hartley; a UK interview with Hartley; The Bazura Project interview with Hartley; The Monthly Conversation interview with Hartley; The Business audio interview with Hartley; an extended Ozploitation trailer reel (3 hours worth), with an opening title card telling us that Brian Trenchard - Smith cut together most of the trailers (Outback, Walkabout, The Naked Bunyip, Stork, The Adventures of Barry McKenzie, three for Barry McKenzie Holds His Own, Libido, Alvin Purple, Alvin Rides Again, Petersen, The Box, The True Story of Eskimo Nell, Plugg, The Love Epidemic, The Great MacArthy, Don's Party, Oz, Eliza Fraser, Fantasm, Fantasm Comes Again, The FJ Holden, High Rolling, The ABC of Love and Sex: Australia Style, Felicity, Dimboola, The Last of the Knucklemen, Pacific Banana, Centrespread, Breakfast in Paris, Melvin, Son of Alvin, Night of Fear, The Cars That Ate Paris, Inn of the Damned, End Play, The Last Wave, Summerfield, Long Weekend, Patrick, The Night, The Prowler, Snapshot, Thirst, Harlequin, Nightmares (aka Stage Fright), The Survivor, Road Games, Dead Kids (aka Strange Behavior), Strange Behavior, A Dangerous Summer, Next of Kin, Heatwave, Razorback, Frog Dreaming, Dark Age, Howling III: The Marsupials, Bloodmoon, Stone, The Man from Hong Kong, Mad Dog Morgan, Raw Deal, Journey Among Women, Money Movers, Stunt Rock, Mad Max, The Chain Reaction, Race for the Yankee Zephyr, Attack Force Z, Freedom, Turkey Shoot, Midnite Spares, The Return of Captain Invincible, Fair Game, Sky Pirates, Dead End Drive - In, The Time Guardian, Danger Freaks); Confession of an R - Rated Movie Maker, an interview with director John D. Lamond; an interview with director Richard Franklin on the set of Patrick; Terry Bourke's Noon Sunday Reel; the Barry McKenzie: Ogre or Ocker vintage documentary; the Inside Alvin Purple vintage documentary; the To Shoot a Mad Dog vintage documentary; an Ozploitation stills and poster gallery; a production gallery; funding pitches; and the documentary's original theatrical trailer.

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.

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.

The following chart shows rolling volatility (measured as a standard deviation of two years of monthly returns) and accompanying statistics for the portfolio:

The asset allocation backtesting tool calculates portfolio returns (end balance, CAGR, IRR), risk characteristics (standard deviation, Sharpe ratio, Sortino ratio, maximum drawdown), and rolling returns based on monthly data.

This means that historical monthly rolling 10 year average returns have fallen within this range approximately 6 out of 7 years during the last 10 years

The reasonable range is calculated as + / - 1 standard deviation from the calculated benchmark using 10 year monthly rolling average returns over the 10 years to Oct» 15.

Indeed, the results of the backtest in just taking the top 20 - 40 stocks on a monthly roll basis significantly outperforms my own biases and any benchmark you'd want to mash up against the returns.

When high - yield bonds were down, the correlation between their monthly return and the monthly roll cost of VIX futures was 75 %, indicating that the VIX futures curve was more likely to be in backwardation.

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.

When emerging market bonds were down, the correlation between their monthly return and the monthly roll cost of VIX futures was 56 %, also an indicator of backwardation in the VIX futures curve.

Exhibit 1 shows the rolling two - year correlation of the average monthly return of unconstrained bond funds to that of the U.S. and global aggregate bond indices.

Citi Fixed Income Indices methodology for monthly currency - hedged returns is based on the assumption of a rolling strategy of buying the foreign currency at the beginning of each month and selling the foreign currency one - month forward.

One important caveat regarding the use of rolling periods is that a single monthly return may be counted in any number of rolling periods, depending on where it occurs in the overall period.

Rolling period analysis enables investors to examine large sets of performance data by dividing returns into monthly rolling periods, instead of traditional calendar year periods with a January beginning and a December Rolling period analysis enables investors to examine large sets of performance data by dividing returns into monthly rolling periods, instead of traditional calendar year periods with a January beginning and a December rolling periods, instead of traditional calendar year periods with a January beginning and a December ending.

Looking at rolling monthly returns over the last 50 plus years, we can see the percentage outperformance of IFA Index Portfolio 100 versus IFA Index Portfolio 0 over various time horizons.

Source: FactSet Research Systems Inc, 3/31/1997 to 3/31/2018 for the investor class Rolling returns computed monthly, using 60 - month moving windows

Bajaj Allianz Life Equity Growth Fund and Bajaj Allianz Pure Stock Fund (key large - cap equity ULIP funds) have managed to beat the benchmark index in 100 % of the rolling period observations (using 3 - year rolling returns over a 10 - year period, with monthly shift).

Bajaj Allianz Accelerator Mid-Cap Fund and Bajaj Allianz Accelerator Mid-Cap Fund 2 (key midcap equity funds) have outperformed the benchmark index in 100 % of the rolling period observations (using 3 - year rolling returns over a 5 - year period, with monthly shift).