Sentences with phrase «of benchmark indices»

One uses custom benchmark portfolios to compare the performance of actual (client) portfolios to an identical portfolio comprised of benchmark indices.

To be proper when comparing whole investment portfolios, the mix of benchmark indices needs to called something appropriate, have the exact asset classes and weightings, the fees and rebalancings have to be the same, the time frame has to be the same, all security trades need to be the same, and cash flows have to all be the same.

The objective of many leveraged funds is to perform relative to the daily returns of their benchmark indices.

For example, the Vanguard Balanced Index Fund seeks — with 60 % of its assets — to track the investment performance of a benchmark index that measures the investment return of the overall U.S. stock market.

The fund is referred to as «aggressive» because the composition of the fund does not necessarily reflect the composition of its benchmark index: it may invest in preferred shares issued by Split Share Corporations, for instance, and is not required to hold such classes of shares as floating rate issues, which are expected to underperform for the foreseeable future.

BlackRock Managed Index Portfolios offer investors access to a diversified and cost - effective multi-asset solution, utilizing both ETFs and index funds (mutual funds designed to match or track the underlying components of a benchmark index) to implement their asset allocation.

The excess return of an investment relative to the return of a benchmark index is the investment's alpha.

Because these funds often have extensive holdings in shorts or puts, returns generally move in the opposite direction of the benchmark index.

For example, the Vanguard Balanced Index Fund seeks — with 60 percent of its assets — to track the investment performance of a benchmark index that measures the investment return of the overall U.S. stock market.

Since the fund managers of an index fund are simply replicating the performance of a benchmark index, they do not need the services of research analysts and others that assist in the stock selection process.

Watch for funds with high MERs and holdings that look similar to the holdings of its benchmark index.

Likewise, S&P Dow Jones Indices has said it may add A-shares to some of its benchmark indexes later this year.

Relative strength — Any stock or ETF that has broken out over the past few weeks automatically is showing great relative strength to the S&P 500 because it has rallied to new highs ahead of the benchmark index.

Our new intuitive and simple way to quantify active management is to compare the holdings of a mutual fund with the holdings of its benchmark index.

If a mutual fund has Beta of 1 that means the performance of the fund will perfectly match the performance of its benchmark index.

The traditional measurement of the extent of active management employed by a mutual fund relies on methods comparing a fund's historical returns to those of its benchmark index.

To do this, you will have to compare the XIRR of your funds against the XIRR of a benchmark index for the same period of your time.

Now let us take a look at the XIRR of these funds for the past one year, and compare it with the XIRR of the benchmark index for the exact same time, including the identical pattern of cash flows as in each fund.

The average annual return since 1980 is 10.4 %, better than the appropriate mix of benchmark indexes, so the managers of these funds have definitely added value.

And an individual investor's ability to achieve the performance of the benchmark index is as simple as setting up a discount brokerage account and buying exchange traded funds.

An example of a benchmark index is the TSX Composite — it is the «benchmark» for the performance of Canadian equities.

Are your investments matching the performance of their benchmark index over time?

The investment seeks to track the performance of a benchmark index that measures the investment return of small - capitalization stocks in the United States.

The investment seeks to track the performance of a benchmark index that measures the investment return of large - capitalization stocks.

The investment seeks to track the performance of a benchmark index that measures the investment return of large - capitalization growth stocks.

The investment seeks to track the performance of a benchmark index that measures the investment return of non-U.S. dollar - denominated investment - grade bonds.

The investment seeks to track the performance of a benchmark index that measures the investment return of large - capitalization value stocks.

The investment seeks to track the performance of a benchmark index that measures the investment return of common stocks of companies that are characterized by high dividend yield.

The investment seeks to track the performance of a benchmark index that measures the investment return of international real estate stocks.

Index funds are made up of stocks or bonds that mirror the performance of a benchmark index, such as the Standard & Poor's 500 or the Dow Jones Industrial Average.

The implicit cost is the unobserved reduction in performance of the benchmark index as a result of trading activity.

A leveraged ETP seeks to generate areturn that is a multiple (usually 2X or 3X) of its benchmark index «sperformance over a specific, pre-set time period indicated in the prospectus oroffering circular.

As aresult, their returns can differ significantly, both positively and negatively, from that of their benchmark index, especially over investment periods lastinglonger than one day.

The information is intended to show the effects on risk and returns of different asset allocations over time based on hypothetical combinations of the benchmark indexes that correspond to the relevant asset class.

(This ratio would shrink slightly depending upon the growth rate of the benchmark index.

The excess return of the fund relative to the return of the benchmark index is a fund's alpha.

The P / E and P / B ratios of the fund are approximately twice those of its benchmark index, which suggests that the fund may be highly susceptible to a market correction.

The fund's substantial front load further decreases its most recent 10 - year return below that of its benchmark index.

«Like index funds, ETFs are structured to mimic the performance of a benchmark index.

A portfolio management style that involves buying and holding a portfolio of securities that matches, closely or exactly, the composition of a benchmark index.

The excess return of an investment relative to the return of a benchmark index is the investment's alpha.

Unlike passive ETF managers, active ones have the freedom to trade outside of their benchmark index and may make portfolio and sector allocations changes as they see fit.

The investment seeks to track the performance of a benchmark index that measures the investment return of the overall stock market.

Furthermore, the likelihood of benchmark index outperformance consistently increases as the time horizon expands.

Tracking error, which is often referred to as the active risk of the portfolio, measures how closely a manager's returns track the returns of a benchmark index.

The standard deviation of this particular fund is 16.82 % which is lower than the standard deviation of the benchmark index which stands at 17.55 %.

These leveraged ETFs seek a return that is +300 % or -300 % of the return of their benchmark index for a single day.

R - Squared A measurement of how closely the portfolio's performance correlates with the performance of a benchmark index such as the S&P 500.

Each selected fund must deliver returns more or less equal to those of its benchmark index on a risk - adjusted basis for the same period.

The investment seeks to track the performance of a benchmark index that measures the investment return of stocks issued by companies located in developed and emerging markets, excluding the United States.