Sentences with phrase «on aggregate indices»

Not exact matches

His expectation is that the overall volatility of a portfolio 30 percent in short - term bonds and 70 percent in stocks is going to be on par with one that is 40 percent invested in a fund tracking the Bloomberg Barclays U.S. Aggregate index and 60 percent in stocks.

On the flip side, since its 2009 lows, the Barclays aggregate bond index is only up about 25 %.

Morgan Stanley's Delinquency Diffusion Index, an aggregate measurement of year - over-year increases in the delinquency of several types of personal loans, stood at 19.2 (on a 100 - point scale) for the first quarter of 2016, up from its low in October, 2014, driven by increases in auto loan and credit card delinquencies in 2015 — but far below the 60 - point threshold associated with a pre-recession state.

For example, income has driven about 90 % of annual bond returns over the past 10 years, based on the Bloomberg Barclays U.S. Aggregate Bond Index.

A general application of the model to the entire sample (see All firms tab) is supplemented with specific applications to subsets of the underlying sample for which companies were aggregated by company size (based on annual revenue and inclusion in major Fortune indexes: see F500 and F250 tabs).

The negative 0.08 % total return for the Barclays Aggregate Bond Index might lead them to think there's something very wrong going on.

Bloomberg said on March 23 that it will include yuan - denominated Chinese government and policy - bank bonds in the Bloomberg Barclays Global Aggregate Index.

Citigroup Inc.'s global surprise index tipped below zero on Friday for the first time since August, indicating that economic data in aggregate are missing economist forecasts rather than beating them.

While products in the asset class have become more diverse, focusing on both local currency and corporate issuance, there is currently no widely accepted aggregate index reflecting the broader opportunity set available, although the asset class is evolving.

If an investor had moved $ 100,000 into bonds that day, it would be worth $ 124,033, based on the total return of the Barclays U.S. Aggregate Bond Index through Thursday, according to investment researcher Morningstar.

Nevertheless, prescription drugs CPI is only 1.37 % of the aggregate index (according to a BLS official at the time of writing), thus the overall effect on medical care inflation and headline aggregate index should be limited.

While this only goes back to 1999, it would still be insightful to compare these two indexes on a year by year and aggregate basis for total return and volatility to get a true sense of the difference that treasury bond duration makes.

[10] In his 1992 Cato Journal article, «Political Guidance on Monetary Policy,» Niskanen examined three viable monetary rules: (1) targeting the price of gold or a broad price index, (2) targeting a monetary aggregate, and (3) targeting nominal GDP or domestic final sales.

[132] An alternative approach is to use the wisdom of the crowd and base a prediction on betting activity: the Sporting Index column below covers bets on the number of seats each party will win with the midpoint between asking and selling price, while FirstPastThePost.net aggregates the betting predictions in each individual constituency.

To capture only the effects of agricultural productivity on conflict rather than the opposite, the analysis incorporates the role of droughts using the Standardized Precipitation Index, which aggregates monthly precipitation by cell year.

Ever since Whole Foods gave this leafy green a perfect score of 1,000 on the ANDI, or Aggregate Nutrient Density Index scale,...

Each of my ingredients is among the highest and most nutrient dense vegetables on Dr. Fuhrman's aggregate nutrient density index (ANDI).

First, the residual z - scores for retelling (at instructional level), fluency (wcpm on a grade level passage), and reading words were aggregated and standardized to create a composite index of reading growth.

Barclays International Aggregate Bond Index, hedged, has positive returns on the year.

On the other hand, the broad U.S. bond market, as measured by the S&P U.S. Aggregate Bond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target years.

Long - term investors with no view on interest rates (call them fixed - income agnostics) may find Vanguard Canadian Aggregate Bond Index ETF (VAB) appealing.

On the fixed income side, the Bloomberg Barclays US Aggregate Bond index returned -1.46 %, reflecting concerns of higher rates and higher inflation in the US.

Leaders of Putnam's fixed - income group outline their independent thinking on the forms of fixed - income risk and discuss the risk - return potential of sectors outside the Barclays U.S. Aggregate Bond Index.

The aggregate dividend yield on the index was 1.50 % as of February this year.

The Fund's performance may not match or correlate to that of its Index, either on a daily or aggregate basis due to factors such as Fund expenses, imperfect correlation, rounding of share prices, changes to the composition of the Index, regulatory policies, high portfolio turnover and the use of leverage (if any).

The yield - to - worst of the S&P Canada Aggregate Bond Index touched a low of 1.53 % on February 2, 2015 after 10 years of history in which the index's yield had been as high as 4.96 % back in June Index touched a low of 1.53 % on February 2, 2015 after 10 years of history in which the index's yield had been as high as 4.96 % back in June index's yield had been as high as 4.96 % back in June 2007.

The firms will be evaluated on their performance, after fees, against the portfolio benchmark (Barclays Capital US Aggregate Bond Index) over a full market cycle of highs and lows at an acceptable level of risk.

118 The primary benchmark of the JNL / Franklin Templeton Income sub-account changed from the Bloomberg Barclays U.S. Aggregate Bond Index to the S&P 500 Index on April 24, 2017.

The index computes the aggregate market value of all of these securities (or components) and then compares this number to the value of the same components on the base date of December 29, 1995.

You might purchase a bond fund that focuses on higher - quality U.S. bonds, which is what you get with total bond market index funds like Schwab U.S. Aggregate Bond Index Fund and Vanguard Total Bond Market Index index funds like Schwab U.S. Aggregate Bond Index Fund and Vanguard Total Bond Market Index Index Fund and Vanguard Total Bond Market Index Index Fund.

On average, at least 60 % of funds experienced worse maximum drawdown than the U.S. Aggregate Bond Index.

Since index funds simply buy the stocks or bonds that make up indexes like the Standard & Poor's 500 or Barclays U.S. Aggregate bond index rather than spend millions on costly research and manpower to identify which securities might perform best, they're able to pass those savings along to shareholders in the form of lower annual fees, which translates to higher returns and more wealth over the long term.

On average, unconstrained bond funds experienced a maximum drawdown of 3.02 %, which was better than the U.S. Aggregate Bond Index and the Global Aggregate Bond Index.

On average, unconstrained bond funds delivered lower return and lower return per unit of volatility than the U.S. Aggregate Bond Index and higher return than the Global Aggregate Bond Index.

The Median Fund is based on monthly returns of the median intermediate - term, actively managed funds within the Morningstar intermediate term bond category with the Bloomberg Barclays U.S. Aggregate Bond Index as a primary benchmark.

The annually updated limits are based on the House Price Index (HPI), an aggregate of prices for repeat home purchases and refinances.

The securities selected are expected to have, in the aggregate, investment characteristics (based on factors such as market capitalization and industry weightings), fundamental characteristics (such as return variability and yield) and liquidity measures similar to those of the underlying index.

Results were based on an evaluation of the realized dividends and cash surrender values of a Whole Life policy issued 1/1/82 — 12/31/16 (35 - year old male, $ 250,000 face amount, select preferred rating, annual premium of $ 3,585) and the historical results of the S&P 500 and Bloomberg Barclays US Aggregate Bond Index.

The Bloomberg Barclays U.S. Aggregate Float Adjusted Index replaced the Barclays U.S. Aggregate Bond Index on December 31, 2009.

The Bloomberg Barclays U.S. Aggregate Float Adjusted Bond Index replaced the Barclays U.S. Aggregate Bond Index on December 31, 2009.

The Bloomberg Barclays U.S. Aggregate Bond Total Return index is up approximately 3.1 % year to date, on track to put up the best return since 2014.

Index investors, in aggregate, are likely to realize higher returns because of lower costs and the effect of reversion to the mean on active strategies.

They may also allow you to trade certain market indices, such as the ASX 100, which aggregates the price movements of all the top 100 stocks listed on the Australian Securities Exchange (ASX).

The idea with index funds, however, is that you don't rely on any particular stock going up in value; instead you just rely on the aggregate of all the funds in the index going up.

The amount of the accrued dividend on any coupon valuation date depends in part on the aggregate cash value of distributions that a reference holder would have been entitled to receive in respect of the index constituents prior to the relevant coupon valuation date.

These so - called index funds have portfolios set on a form of auto pilot; they track the composition and performance of a major security index, such as the S&P 500 or the Barclays Capital Aggregate Bond Iindex funds have portfolios set on a form of auto pilot; they track the composition and performance of a major security index, such as the S&P 500 or the Barclays Capital Aggregate Bond Iindex, such as the S&P 500 or the Barclays Capital Aggregate Bond IndexIndex.

Based on aggregate returns, the Morningstar Energy Equity Fund Index was the top - performing category among Morningstar Canada's 47 fund categories last month, following up on its 3.1 % March increase with a 10.6 % surge in April.

Subtitle E: Additional Market Assurance -(Sec. 351) Amends the Commodity Exchange Act to: (1) require energy derivatives to be traded on a CFTC - regulated exchange unless CFTC issues an exemption; (2) require CFTC to fix limits, with respect to energy transactions, on the aggregate number of positions which may be held by any person for each month across all markets subject to the CFTC's jurisdiction; (3) require CFTC to convene a Position Limit Energy Advisory Group to give CFTC recommendations on such position limits; (4) give CFTC exclusive authority to grant exemptions for bona fide hedging transactions and positions from position limits imposed on energy transactions; (5) revise provisions concerning bona fide hedging transactions; and (6) require CFTC to issue a rule defining and classifying index traders and swap dealers for the purposes of data reporting requirements and setting routine detailed reporting requirements for any position of such entities in contracts traded on designated contract markets, over-the-counter markets, derivatives transaction execution facilities, foreign boards of trade, and electronic trading facilities with respect to significant price discovery contracts.

The Index provides global insights on open government, aggregate country rankings, country profiles, and scores on four dimensions of government openness: publicized laws and government data, right to information, civic participation, and complaint mechanisms.

247/94, requires Ontario to implement a salary indexing adjustment for the salary year 2008 to 2009 based on the Statistics Canada Industrial Aggregate Index for Ontario («IAI») which came into effect in March, 2009.