Sentences with phrase «over weighted assets»

Portfolio rebalancing is done through reducing the percentage of over weighted assets and increasing the percentage of under weighted assets.

Investors may also use additional funds to buy more under weighted assets while keeping the total amount of over weighted assets unchanged.

Not exact matches

Monthly inverse volatility weights derive from actual daily asset return volatilities over the past 90 trading days.

Monthly risk parity weights derive from actual daily asset return volatilities and correlations over the past 90 trading days.

McConaughey's performance at the center of this thought - provoking drama is the film's greatest asset, as he transforms himself not only into an unlikeable (defiantly, but not uncommonly, homophobic) character in Woodroof, but also has dropped a great deal of weight (a little over three dozen lbs.)

If your fund manager took 5 assets and randomly weighted them (i.e. she is a monkey) each period and repeated this over and over again we should end up with performance converging to an equally weighted portfolio.

The weight of each asset class in your portfolio is calculated by our risk management model and automatically adjusted over time, so in the strict sense of the word your portfolio is actively managed.

But as time goes by, the outperformance of one asset class over another causes that weighting to get out of balance.

Unlike with other approaches, both the membership (which ETPs) and weights (proportion of value of each ETP in overall assets) in our reference portfolio can change over time.

Metrics considered in evaluating the strength of a mutual fund's price momentum include the weighted average price - earnings to growth (PEG) ratio of the fund's portfolio holdings, or the percentage year over year increase in the fund's net asset value (NAV).

Here, heavy weight is assigned to readily measurable asset values as well as an appraisal of managements» abilities to increase these net asset values over the long term.

My point is simply that it's very likely that if you are moving money in and out of stocks based on volatility, you're much less likely to get the full market return over the long term, and might be better off putting more weight in asset classes with lower volatility.

Over time, you may find that your portfolio is weighted too heavily in favor of your dividend - bearing assets, and it is lacking diversification.

For example, some of your investments might have performed exceptionally well over the past year — U.S. equities, for example — and may have distorted your equity asset weighting well beyond your target level as a result.

The asset - weighted composite of large - cap active managers outperforming the benchmark over the one - year period has led us to closely examine the sources of (or detractors from) active returns.

The percentage that each asset class is weighted over the long term is known as the strategic asset allocation.

«Yet they're ignored by the traditional cap - weighted approach, which today has over 95 per cent of REIT ETF assets.

This affects the weighting of each asset class, meaning over time a portfolio can grow from containing primarily one type of asset class to another.

The value of the assets can change, affecting the weighting of each asset class over time, and your investment objectives and time horizon will also change, so investors should conduct periodic reviews.

In the three equity fund categories — Indian Equity Large - Cap, Indian ELSS, and Indian Equity Mid - / Small - Cap — the asset - weighted average fund returns were higher than their respective equal - weighted average fund returns over the 10 - year horizon.

A bright spot for active funds was equal weighted and asset weighted returns over the period.

The equal - weighted asset returns of the first quartile were less than the second quartile by 44 bps whereas the asset - weighted returns of the first quartile were more than the second quartile by only 12 bps over the same five - year period.

Data science was used with extensive backtesting over many rolling windows to determine the fund hyperparameters, asset weighting allocation and rebalancing periods.

For example, the average annualized asset - weighted returns for investment - grade long - term bond funds were 3 percent versus 5.7 percent for the Barclays Capital U.S. Long Government / Credit Index over five years.

Another example of this horse - racing mentality cropped up last week in the form of Morningstar's fund company performance rankings, in which Morningstar compiled asset - weighted outperformance records for the industry's 25 largest firms over the three years ending August 2009, and compared those figures to the performance for those firms for the three years ending August 2006.

Morningstar estimates ETPs that use dividends to either screen or weight portfolios have attracted more than $ 100 billion in assets in the U.S. over the past decade.