Sentences with phrase «performance of high volatility»

Indeed one could argue that the low volatility anomaly is better described as the high volatility anomaly because of the historically poor performance of high volatility equities.

Not exact matches

Moderator Sumit Desai of Morningstar began the panel discussion Tuesday by framing high - yield bond growth and volatility, both in performance and assets.

In the April 2016 version of their paper entitled «Volatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hVolatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hvolatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hvolatility of recent returns for those assets is relatively high (low).

Stocks with a history of consistently growing their dividends have historically tended to perform well and exhibit less volatility in a rising rate environment, while high yielding dividends, often considered «bond - like proxies,» have tended to be more vulnerable (due to their high debt levels) and have historically followed bond performance when rates rise.

«We are willing to endure a high degree of stock price and portfolio volatility because we believe it allows us to achieve a greater degree of investment performance over the long term» Bill Ackman

«In setting the company's EPS target range, the board considered the high degree of volatility in the agricultural aspects of the company's operations, including the impact of prior events on future performance, such as weather - affected vintages.»

I developed this mix to illustrate you can approximate or slightly exceed the performance of intermediates, but with a higher yield and similar volatility.

The above historical performance figures from Morningstar indicate that the fund had a higher volatility (expressed as a standard deviation of returns) and underperformed the S&P 500 ® index, its best - fit benchmark, on a risk - adjusted basis (Sharpe Ratio) in both the three - and five - year trailing periods.

This led to bouts of high volatility throughout the year and a generally lackluster performance in the equity markets.

Apart from general market risk, security risk, the lack of liquidity at times and higher volatility associated with mid caps stocks could affect the fund and its performance.

Managed Futures can be a valuable part of an overall asset allocation plan; their purpose is to add portfolio diversification, potentially reduce overall portfolio volatility and potentially achieve higher overall portfolio performance over time when compared to traditional investment portfolios alone.

A recent post from Barron's attempts to compare the performance of PowerShares S&P 500 ® Low Volatility Portfolio (ticker SPLV) to that of PowerShares S&P 500 ® High Beta Portfolio (SPHB).

Eight of the 60/40 SPY / multisector bond fund combinations had a higher seven - year performance than the benchmark 60/40 portfolio, but in all but one case they experienced larger losses in 2008 and higher volatility.

In the April 2016 version of their paper entitled «Volatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hVolatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hvolatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hvolatility of recent returns for those assets is relatively high (low).

When a fund has a high standard deviation, its range of performance has been very wide, indicating that there is a greater potential for volatility.Higher the Standard Deviation higher the fluctuations / volatility in returns.

When a mutual fund has a high standard deviation, it means its range of performance is wide, implying greater volatility.

An analysis of volatility portfolio performance of common stock on the major US exchanges from 1968 to 2015 shows low volatility stocks deliver significantly higher excess returns.

It is still a high - risk system, in my opinion, with periods of high volatility and under - performance.

The PowerShares EURO STOXX High Dividend Low Volatility UCITS ETF offers investors first - time access to the performance of euro zone stock companies with high dividends and low volatilHigh Dividend Low Volatility UCITS ETF offers investors first - time access to the performance of euro zone stock companies with high dividends and low vVolatility UCITS ETF offers investors first - time access to the performance of euro zone stock companies with high dividends and low volatilhigh dividends and low volatilityvolatility.

The LibertyQ U.S. Large Cap Equity Index utilizes a multi-factor selection process that is designed to select equity securities from the Russell 1000 ® Index that have exposure to four investment style - factors: quality, value, momentum and low volatility — while seeking a lower level of risk and higher risk - adjusted performance than the Russell 1000 ® Index over the long term.

The strong quarterly performance of high beta stocks makes sense when you consider that high beta can outpace low volatility during periods of rising 10 - year Treasury yields and stronger economic growth, when investor demand for defensive stocks may ease.

Though static allocation of VIX futures can reduce portfolio volatility and offer downside protection compared with the broad - based, unhedged S&P U.S. High Yield Corporate Bond Index, it can drag down portfolio performance significantly, due to the high cost of rolling VIX futuHigh Yield Corporate Bond Index, it can drag down portfolio performance significantly, due to the high cost of rolling VIX futuhigh cost of rolling VIX futures.

For example, with the stock portion of your portfolio, you might choose to balance higher - volatility stocks with those that have historically been more stable (though past performance is no guarantee of future results).

This limited selection leads to lack of diversification, which results in higher risk, much higher volatility, poor investment performance, low yields, selling shares when they're down, lower spendable retirement paychecks, capital depletion, and a disappointing retirement.

Recommended investments on EBITDA principles like operating profit, depreciation and amortization Sought future investments in alternative assets such as REITs, BDCs and precious metal commodities Conducted due diligence on firms like Blackrock and GPB capital under CEO supervision Created buy reports on key investments detailing volatility, performance and future forecast in Excel Monitored and adjusted $ 1 million portfolios of high net worth individuals.