Sentences with phrase «portfolio on a risk adjusted basis»

In fact, I do not advocate either hedged or unhedged, just that people need to understand that there is no free lunch — don't expect radical outperformance from the unhedged portfolio on a risk adjusted basis.

Although the duration of the unscreened bond fund mix was less than that of the socially screened bond fund, the increase in duration enhances the portfolio on a risk adjusted basis, and it enables IFA to provide a fully screened portfolio for socially responsible investors.

Not exact matches

When I worked at Bridgewater Associates, I regularly came across marketing materials about the theory behind risk parity and evidence that risk parity portfolios perform better than traditional portfolios on a risk - adjusted basis.

Treasury inflation - protected securities (TIPS) help limit inflation risk to your portfolio, as the principal is adjusted semiannually for inflation based on the Consumer Price Index (CPI)- while providing a real rate of return guaranteed by the U.S. government.

According to Morningstar, the Morningstar Manager of the Year award is presented to portfolio managers based on the managers» (i) «ability to generate exceptional returns;» (ii) «willingness to align their interests with shareholders;» and (iii) «courage to stay with their strategies in order to produce superior risk - adjusted returns in the end.»

Additionally, they will determine how their corresponding managed portfolios should be adjusted based on the perceived risks and opportunities created by the tax law, in relation to the objectives of the portfolios.

That's all I've got to say about that portfolio — I find it interesting that such a simple portfolio is capable of outperforming the index both on a nominal and risk - adjusted basis.

One thing that I want to make clear is that this doesn't mean that all multi-asset class portfolios will underperform the S&P 500 Index on a risk - adjusted basis.

Since its inception, the portfolio added a substantial amount of value on a risk - adjusted basis.

(While the performance of the fund itself is less important in the context of this discussion, it can be noted that over the evaluation interval the fund added a modest amount of value on a risk - adjusted basis, and so did the hypothetical portfolio that contained it.)

Just choose a fund based on your expected retirement year, and the fund managers will adjust the portfolio on a regular basis to try to maximize the fund's return based on an age appropriate level of risk.

In each case, the dual momentum strategy still out - performs on an absolute and risk - adjusted basis its equally - weighted portfolio and the benchmarks.

Our patented RealAlpha ™ measure assesses the value added or subtracted by active management of a fund or portfolio on a truly risk - adjusted basis.

In footnote # 15 of their study, Rodriguez and Tower commented on information this information from The Hulbert Financial Digest, saying «Wiener's Growth Portfolio performed better over the 10 years ending December 2006 on both a risk - adjusted and a non-risk-adjusted basis, that his other three portfolios.

Orcam's Countercyclical Indexing approach is designed to adjust portfolios on a countercyclical basis to account for the dynamism of risk within a portfolio.

That said, you will find some value added from active portfolio management on a risk - adjusted basis.

Based on your answers to the questionnaire, we'll present a diverse, risk - adjusted portfolio made up of Motley Fool Wealth Management's strategic models (Supernova, Pro, Million Dollar Portfolio, Everlasting, International, U.S. Small and Mid-Cap, Dividend, Small and Mid-Cap Dividend and Fixed Income)-- personalizedportfolio made up of Motley Fool Wealth Management's strategic models (Supernova, Pro, Million Dollar Portfolio, Everlasting, International, U.S. Small and Mid-Cap, Dividend, Small and Mid-Cap Dividend and Fixed Income)-- personalizedPortfolio, Everlasting, International, U.S. Small and Mid-Cap, Dividend, Small and Mid-Cap Dividend and Fixed Income)-- personalized for you.

Based on Modern Portfolio Theory, they offer personalized investment portfolios of index funds with designed to adjust according to your personal risk tolerance while staying diversified and tax - efficient.

Rebalancing means adjusting the mix of assets in your portfolio to keep it in line with the target portfolio you chose based on your risk - tolerance.

This means that from a portfolio construction perspective, value stocks should offer commensurately higher absolute returns in order for investors to consider them on a risk - adjusted basis.

In the first video in this series, I told you why high - yield bonds fall short on a risk adjusted basis, and should only be included in your portfolio in small amounts through a well - diversified low - cost ETF, if at all.

On a risk adjusted basis, the high yield bonds did not add value to the portfolio.

While the success of the diversified and rebalanced stock and bond portfolio relative to stocks on their own is not a revelation, many investors might be surprised at just how well this portfolio has done over the past 18 years on both an absolute and risk adjusted basis.

If you look at the past ten years you can see that the 60/40 portfolio holds its own when compared to other major global asset classes, especially when you do so on a risk - adjusted basis.

However, if you are looking for the fund that enhances the risk - adjusted return of portfolio, there isn't enough information to say at this point; it is meaningless to compare a fund with market exposure with a market neutral fund on a total return basis.

Your portfolio will be adjusted based on that tolerance: if you're open to a lot of risk with the goal of maximizing your returns, you'll have different investments than if you want to be more conservative.