Sentences with phrase «outperformance over the benchmark»

This means that despite a 10 % outperformance over the benchmark (20 % vs. 10 %), a more accurate estimation of the portfolio's alpha when adjusting for the risk taken on by the portfolio is about half that.

Not exact matches

But there would have been some significant variance along the way: how about 2.3 % basis points underperformance of the S&P / TSX 60 compared with the FTSE benchmark in 2003, or the 2.4 % outperformance of the MSCI index over its FTSE counterpart in 2010?

The strategy is focused on fundamental research, aimed at delivering strong outperformance relative to the benchmark over the longer term within the context of a risk management framework.

Among the 382 Australian active funds that beat their respective benchmark in 2013, only four of them (1.0 %) managed to continue their outperformance over the following four consecutive years (2014 - 2017).