Sentences with phrase «of rolling returns»

A comparison of rolling returns is useful in determining the excess return of the fund over typical holding periods.

A comparison of rolling returns tries to approximate the average holding period of the fund.

A comparison of rolling returns over typical holding periods does not take into account the fund's exposures or volatility.

A comparison of rolling returns provides limited insights into a fund's performance because it does not take into account exposures or volatility.

While a comparison of rolling returns over simulated holding periods is instructive, it does not adjust for the fund's volatility or exposures to various factors.

A comparison of rolling returns, which determines relative gains or losses of the fund over typical holding periods, does not adjust for the fund's volatility or exposures.

While a comparison of rolling returns assesses average relative performance over typical holding periods, it does not take the fund's volatility or exposures into account.

Research Affiliates explains in plain language the dynamics of roll returns when the commodity futures curve slopes upward (contango) and downward (backwardation).

Not exact matches

«The return of the Lobster Roll is exciting because we have requests for it every summer.

As the bank earnings flurry rolls on this week, the financials sector should be able to play catch - up and return to being one of the best - performing groups in the market.»

Rolls said that about two - thirds of the inspections had now been carried out, and the company was making «significant progress» in finding or developing new maintenance and repair facilities to enable it to fix engines and return them to airline customers more quickly.

The study examined returns in a diversified portfolio of 60 percent stocks and 40 percent bonds over rolling 30 - year periods starting in 1926.

While Carrie and the gang returned from Abu Dhabi to their failing marriages, stressful careers, complicated sex lives and the tedium of motherhood — all of which were miraculously resolved by the time the credits rolled — La Vie en Rose returned with a real fairy - tale ending.

The plan was to roll out ThirdLove's product line in the spring of 2014 with seven distinct styles, and then use the data collected — including sales, returns, and feedback — to fine - tune the bras» designs and future orders.

Earlier this week I posted a handful of graphs that showed rolling returns for the stock market over various time frames.

Even if we don't see outsized price increases in commodities, from a total return perspective, commodity returns will benefit from a change to positive roll yields based on the reshaping and structuring of the fundamental market in commodities.

PIMCO says it plans to roll out an ETF version of Total Return Fund on March 1.

One - Year Rolling Correlations of Daily Returns of S&P 500 and MSCI World Indexes January 2000 — October 2017 Correlation

But then she quits her job, and an unscrupulous adviser recommends that she roll over her retirement fund into a new individual retirement account — and that she invest the IRA in a fund with a similar expected return, but with 1.5 percentage points of costs.

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).

Despite the Chinese government wanting mass - market, non-gaming income to comprise a larger percentage of casino revenue in Macau, it was the return of the high rollers that fueled the gaming industry's resurrection.

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.

«to provide a level of protection from the effects of inflation by generating a total return (the combination of income and growth of capital) consistent with or greater than the rate of UK inflation over a rolling three - to five - year period.

In both cases, TI allocated about 160 % of its incoming cash flows to shareholder cash returns, dipping into its cash reserves to keep the payouts and buybacks rolling.

The graph below plots the rolling 10 - year expected return (in blue) of a portfolio if 60 percent was held in stocks while the remaining 40 percent was invested in intermediate US Treasury bonds.

Finally, periods of favorable valuation and unfavorable market action provide acceptable average returns, but are roller - coasters, including a significant share of both «top» weeks and «worst» weeks.

Their principal goal is consistently positive returns, at least 95 % (99 %) of 1 - year rolling returns not below 0 % -LRB--5 %).

«Identifying VXX / XIV Tendencies» finds that S&P 500 implied volatility index (VIX) futures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

The steeper the contango, the worse the relative return on the rolling futures contracts compared to the spot price of the commodity.

Even more astonishing, between Dec. 31, 1998, and the end of last year, a portfolio of laddered GICs — a strategy in which an investment is staggered over short - and long - term GICs and then rolled over as they mature — generated an average annual return of 3.9 per cent.

Unfortunately, after her 15 minutes of fame dies down, she probably will return, keeping the money rolling in just like all phony religions.

Then as Luke states, they RETURNED after they watched the stone rolled over the entrance to the tomb, and Luke gives his account from the perspective of the weekly Sabbath, and not the High Day Sabbath as Mark does.

Chris Pratt and co. return to bring their signature brand of wisecracking rock»n roll to the MCU, with a sequel to the hit intergalactic action epic.

22 The saying of the true proverb has happened to them: «The dog has returned to its own vomit, and the sow that was bathed to rolling in the mire.»

In that case, many of them would, I believe, be willing to risk a moderate roller - coaster effect in return for the benefits of genuine interprofessional team practice.

* Giada's recipe rolled the cookie balls in orange sugar crystals and ** after 8 minutes, she placed a chocolate Kiss in center of cookie and returned to oven for an additional 3 minutes.

Continue to boil on high heat, stirring occasionally, until the water returns to a rolling boil (about 2 minutes), and then begins to bubble vigorously and to foam (another 5 to 7 minutes, depending upon the size & shape of the pasta).

I'd bookmarked the recipe earlier last week, and as the days rolled by, I kept returning to the recipe, overwhelmed with curiosity and a sudden desire to try a different type of gluten - free flour.

Cut the chicken breast in half, cover with cling film and using a rolling pin gently bash the chicken so that it is roughly the same thickness all over, heat a non stick frying pan, add the coconut oil and when melted place your chicken in the pan, on a moderate high heat slightly sear the chicken then finish cooking on a medium heat, once the chicken is almost cooked add the orange, lemon and lime juice and the honey and bring to a rapid bubbling simmer until the sauce thickens to a glaze, this will only take a minute or so, place the chicken in the lettuce wraps spooning over the glaze, return the pan to the heat and add the coconut milk using a spatula scrap the coconut milk around the pan so that it picks up the left over cooking juices, take of the heat immediately, top your sticky sweet glazed chicken with the salsa and finish off with a drizzle of the coconut dressing.

Return the rolled discs to the refrigerator between layers of parchment and chill until firm again, 15 to 20 minutes.

Subscribe to the Afternoon Brief Trending Story: California's Cabernet Cult Keeps Growing California is drowning in Cabernet, as growers swap diversity for big returns... Today's News: Malene Wines Shows How Rosé Rolls More than most wine styles or varieties, rosé has an associate lifestyle connotation of highly Instagramable moments... North Coast Wine Competition Judging -LSB-...]

They shivered as they waited to clap or honk or wave when the Nittany Lions rolled by on the last 100 - mile leg of the team's return from the Sugar Bowl in New Orleans, where they had beaten Georgia 27 - 23 to win their first national title.

There's a very specific reason why this is exciting as a return for Hamels, and we'll figure out why after a roll call of the young players the Phillies acquired.

In over a decade at afc he's not been consistent, neither has he proven to be anything near being worthy to be be counted in the same breath as Thierry, Anelka, Wright, Kanu, Adebeyor, RvP — I'm sorry but he has a minus fear factor (remember we rolled him out as captain and got rolled over) and for me he devalues the meaning of wearing the no14 shirt — sell, sell, sell before the potential buyer returns to their senses.

While FCA rolls are expanding, especially as its roots spread — into junior high, even to girls — the group is returning more and more to its original homely precept of having young athletes support one another.

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.

with this situation, which is undoubtedly Wenger created, the waters are so muddy now I'm not sure things can return to normal... no matter what is said through official club channels, this is clearly their fault... when they rolled the dice with the whole Sanchez negative media spin to protect Wenger, when he didn't start Sanchez against Liverpool last season, (how ironic) they sunk to a new low... it's become too easy to deceive, just think of all the manufactured lies that have come from the mouths of Wenger and Gazidis since we've arrived at the Emirates... the only reason we allowed them to happen for so long is that we hoped it would eventually lead to something of some consequence and all would be forgiven... well I don't forgive them and I certainly won't forget anytime soon... the worst part is the lies are oftentimes so juvenile that you can only conclude that the club must think that we're a bunch of intellectually challenged 10 year olds....

CONTENDERS: Nevada Union - Grass Valley (21 - 4); Napa (23 - 1); McClatchy - Sacramento (23 - 2); Oak Ridge - El Dorado Hills (22 - 4) BRACKET BUSTER: River City - Sacramento (22 - 4): The Raiders have been rolling this season with the return of Carmen Garica, who missed her junior year to a knee injury.

Then he rolled a terrible pass into the feet of Song who could only return it to sender, thankfully though, this time, the young keeper managed to clear his lines before the block came in.

Rolling to his right, he threw into the flat but into the hands of Andrew Van Ginkel, who returned it nine yards for Wisconsin's fifth pick - six of the season.