Sentences with phrase «of absolute return on»

Putnam studies the impact of absolute return on portfolio and pension plan efficiency and diversification.

Not exact matches

Millennium Wave Investments cooperates in the consulting on and marketing of private and non-private investment offerings with other independent firms such as Altegris Investments; Capital Management Group; Absolute Return Partners, LLP; Fynn Capital; Nicola Wealth Management; and Plexus Asset Management.

As of April 30, 2014, the Highland Long / Short Healthcare Fund Class A, A-LW, C and Z absolute rankings were 2, 2, 4 and 1, respectively, based on Total Return for the 1 - year period among 246 funds in the Morningstar Long / Short Equity Category.

So Absolute Return is used the way most of us would use bonds or cash — and Swensen has his own position on why bonds are quite risky investments... As for retail investors, AQR have funds like QSPIX which (so far) seem to fit Yale's criteria as well as anything

In addition, Chris was a senior member of Makena's Absolute Return investment team, where he focused on hedge fund investments across numerous strategies, including distressed credit, hedged equity, structured credit, specialty finance, macro and reinsurance.

For active investors seeking to identify actionable ETF investment ideas, our team of analysts analyzes technical and fundamental price drivers of more than 2,000 ETFs to identify both short and longer - term opportunities with a focus on absolute returns.

And obviously you have a better chance of making a larger absolute return on your investment with stocks since housing is so cheap.

As far as which is the absolute «best» citizenship by investment option, that will depend on a number of subjective factors: one's budget, how you value the specific investment deal offered by the second citizenship country (donation versus the potential for an investment return) and comfort in the country.

«My job, as manager and fellow owner, is to allocate the vehicle's capital to produce the highest absolute return on invested capital while minimizing the risk of permanent loss of capital» Michael Burry

In addition, the quality of management also manifests itself in the numbers: in ROE (absolute and relative to competitors), return on total capital, growth rate, industry position, trend of market share, and profit margins» Leon Cooperman

We believe our strong investment returns are the result of the efforts of our experienced, cohesive and highly motivated Investment Management team, our focus on generating strong absolute, rather than relative, investment returns, and our disciplined risk management process.

So the primitive sophisticates live on, advocating a return to a Native America that never was, an Enlightenment that never could be simple, a Socratean set of absolutes, an Africa untainted by Western corruption, the timeless, historyless religion of the East.

It's the most metabolically demanding form of cardio and has the absolute best return on time invested.

Return of the Jedi is my absolute favorite too (the Mr. and I vehemently disagree on this)-- but it's all because of the Ewoks.

A more than welcome return of Double Fine's hallmark sense of twisted humor and absolute cuteness, Costume Quest 2 expands on its combat model, bringing welcome tactical depth to the proceedings, but still not quite escaping end - game repetition fatigue.

Absolute Risk Aversion and the Returns to Education Individual absolute risk aversion is measured for a sample of 1373 male household heads, using the 1995 wave of the Survey on the Income anAbsolute Risk Aversion and the Returns to Education Individual absolute risk aversion is measured for a sample of 1373 male household heads, using the 1995 wave of the Survey on the Income anabsolute risk aversion is measured for a sample of 1373 male household heads, using the 1995 wave of the Survey on the Income and Wealth

ARK (Absolute Return for Kids) on the other hand is an international charity whose stated purpose is to transform children's lives in any part of the world.

Matt Eagan and a team from Loomis - Sayles who are charged with implementing an Absolute - Return Fixed - Income which centers on high - yield and international bonds, with the prospect of up to 20 % equities.

It is a good measure of the return on your investments, and is much more indicative of performance than absolute return because the latter doesn't reveal what the cost of your investment is.

Many metrics in current use (e.g. Sharpe Ratio, tracking error, information ratio) compare a unit of return to a unit of portfolio volatility, measured either on an absolute basis or relative to a benchmark.

Yet, you count the absolute return as if it is the return on the portfolio... What you're really measuring, like you said, is the average absolute and relative performance of each of your positions.

Along with a cadre of other misfit value managers that are willing to invest in unusual long - only portfolios aiming for absolute returns while not falling victim to the long / short hedge fund illusion, he happily soldiers on with a boatload of cash, waiting for attractive opportunities to deploy cash.

If the return of SPY is greater than BIL (absolute momentum), go 100 % long either SPY or EFA, depending on which has the highest return (relative momentum).

Based on comparisons of absolute return and Ulcer Index, bonds returned more than 70 % of the gain with just 10 % of the pain.

Dr Tillmann Sachs (pictured), Chief Investment Officer and Founder of J8, says: «We are delighted to launch a Luxembourg UCITS fund based on our profitable J8 Global Absolute Return Strategy and equally thrilled to be able to open systematic global absolute returns up to retail inAbsolute Return Strategy and equally thrilled to be able to open systematic global absolute returns up to retail inabsolute returns up to retail investors.

TAM is happy if the Funds» absolute returns are OK and if the Funds outperform relevant indices on average, most of the time and over the long run.

If the absolute returns on retirees» assets are large enough to fund their retirement consumption then you would wind up with relatively few sellers, resulting in high prices and therefore relatively low rates of return.

It simply says that a mechanical strategy of waiting for a crash on average resulted in much worse absolute and risk - adjusted returns than buying and holding.

The Black - Litterman model supports both absolute views (expected return for the given asset) and relative views (asset # 1 will outperform asset # 2 by X), and addresses many of the shortcomings of mean - variance optimization, which often results in concentrated portfolios based on past asset performance.

The fund has a wide range of credit oriented securities that it can use on both a long and short basis to generate absolute (positive) returns over full market cycles.

Related Reading: The Art of Losing Money Seth Klarman on Absolute Returns, Risk, and Timing Seth Klarman on Value Investing

By reducing the risk in one part of a portfolio, an investor can often take on more risk elsewhere, increasing his or her absolute returns while putting less capital at risk in each individual investment.

On the matter of demography, Niels Jensen's Absolute Return Letter often covers the topic.

Just to throw another log on the interest rates will stay lower longer than most expect fire, Niels Jensen over at Absolute Return Partners has another set of issues that will hold rates down in his latest piece called The Burden of Low Interest Rates: The certeris paribus enigma (Registration may be required):

The direction of the market indices has little or no influence on the returns of an investment strategy that seeks absolute returns.

U.S Stock Market Timing We offer a unique blend of traditional econometrics coupled with stock market timing methodology to assist traders, private investors and fund managers to outperform the market on an absolute and risk adjusted returns basis.

Managers utilising this strategy can pursue long, short or neutral views on volatility with a goal of positive absolute return.

In contrast, the CBOE Eurekahedge Short Volatility Index tracks the performance of underlying hedge fund managers who take a net short view on implied volatility with a goal of positive absolute return.

The CBOE Eurekahedge Long Volatility Index is designed to track the performance of underlying hedge fund managers who take a net long view on implied volatility with a goal of positive absolute return.

I see very little deal risk for the $ FIG deal here, in terms of any kind of (remote) financial / legal / regulatory risk, and the current price discount to the $ 8.08 take - out price & an ongoing quarterly 9 cent dividend (well, for the next six months anyway) still offers a compelling return on an absolute or (even better) an annualised basis.

Here are the top 10 posts for the last quarter: Graham's P / E10 ratio The long and short of The St. Joe Company Absolute Return interviews Seth Klarman Seahawk Drilling (NASDAQ: HAWK) redux and HAWK liquidation values Whitney Tilson and Glenn Tongue on BP -LSB-...]

The S&P BSE SENSEX (TR) value moved from 32,735.68 on May 31, 2014, to 43,944.23 on May 31, 2017; that is a three - year absolute return of 34.24 %.

These bonds funds are known as «unconstrained,» «go - anywhere,» «absolute return» or «flexible» funds, and they are gaining in popularity on both sides of the Atlantic...

Absolute return for 10 years till 31st Dec 2016 works @ 4 Investment up to 31Dec2016 was on Large Cap (90 %) and Mid Cap (10 %) given annualized return of 14 % over 10 years.

The focus of academic work has been on equity markets, where momentum is most commonly embodied as a cross-sectional effect, and is used to predict relative, rather than absolute, returns of stocks [2, 3].

We believe our strong investment returns are the result of the efforts of our experienced, cohesive and highly motivated Investment Management team, our focus on generating strong absolute, rather than relative, investment returns, and our disciplined risk management process.

When it comes to portfolio building, costs shouldn't just be analyzed against absolute returns, but on the relative performance of the portfolio.

Returning to asset managers, % of AUM is the key absolute valuation metric, and I believe Price / Sales (based on operating profit margins) is the best stock specific valuation ratio.

He wrote in his book Bogle on Mutual Funds that «although past absolute returns of bond funds are a flawed predictor of future returns, there is a fairly easy way to predict future relative returns.»

Based on our Defined Risk Strategy, the Swan Defined Risk Foreign Developed Fund is an absolute return type, risk - managed approach to asset allocation designed for growth investors and based on investment in an equity index ETF (EAFA) of developed foreign markets.