Sentences with phrase «reference portfolio over»

Here are the ETFs weights in the constrained reference portfolio over the same analysis time span:

The following chart shows the percentage ETF weights in the fund's reference portfolio over the same analysis period:

The following chart shows fluctuations of ETF weights in the reference portfolio over the same analysis period:

The following chart shows ETF weights in the fund's reference portfolio over the same analysis interval:

The following chart illustrates changes of ETF weights in the reference portfolio over the same analysis period:

The following chart shows the ETF weights in the reference portfolio over the same analysis period:

The composition of the reference portfolio over this shorter period was different from the previous one, although the top - six equivalent positions also accounted for more than 80 % of holdings.

Not exact matches

Over the same analysis period, SIZE outperformed THRK, the dominant position in its reference portfolio, in terms of a slightly larger annualized return, as well as higher Sharpe and Sortino ratios:

Since late 2014, the ETF failed to add value over its reference portfolio that had a slightly lower volatility.

In essence, the reference ETF portfolio embodies average core exposures of the analyzed fund to various factors, indices and strategies over the analysis period.

The following chart and corresponding statistics show the constant composition of the reference ETF portfolio for the fund over the same period:

The following chart with related statistics shows the constant composition of the reference ETF portfolio for the fund over the same evaluation period:

The following chart and statistics show the composition of the reference ETF portfolio for the fund over the same period:

The following chart with related statistics shows the composition of the reference ETF portfolio for the fund over the same ten - year period:

The following chart with accompanying statistics illustrates the constant composition of the reference ETF portfolio over the same five - year period:

The following chart with associated statistics shows the constant composition of the reference ETF portfolio over the same evaluation period:

In sum, the PNC Multi-Factor Small Cap Core Fund significantly outperformed its reference ETF portfolios only over a relatively short period of time in its history.

In conclusion, over typical analysis periods the Amana Growth Fund failed to add value with respect to its reference ETF portfolios of comparable volatility.

The following chart and statistics illustrate the constant reference ETF portfolio for the fund over the same five - year period:

The following chart with associated statistics depicts the static reference ETF portfolio for the fund over the same analysis period:

The following chart with related statistics shows the constant composition of the reference ETF portfolio over the same analysis period:

The following chart with associated statistics illustrates the fixed reference ETF portfolio for the fund over the same shorter period:

Over the most recent three and five years, the T. Rowe Price Dividend Growth Fund failed to add a significant amount of value when compared to a static reference ETF portfolio.

Over the three - year period through July 2016, the fund still failed to add a meaningful amount of value over its reference ETF portfoOver the three - year period through July 2016, the fund still failed to add a meaningful amount of value over its reference ETF portfoover its reference ETF portfolio:

A similar analysis over the five - year period through July 2016 reveals that the fund cumulatively returned 18.8 % compared to 28 % for its reference ETF portfolio that had a slightly lower volatility.

The following chart shows the percentage weights of exchange - traded products (ETPs) in the reference portfolio for the fund over the same analysis period:

The following chart shows the constant composition of the reference ETF portfolio over the same analysis period:

Over the entire seven - year period, the annualized standard deviation was 13.6 % compared to 12.9 % for the reference portfolio.

The following chart illustrates the constant composition of the reference ETF portfolio for the fund over the same evaluation period:

The return correlation of the reference ETF portfolio over the entire evaluation period was 0.16 with VTI and 0.58 with BND.

An investor managing this portfolio would generally be better off investing in the reference ETF portfolio instead, at least over this evaluation interval.

Over the recent three - and five - year periods, the MFS Global Equity Fund added little to no value over its reference ETF portfolOver the recent three - and five - year periods, the MFS Global Equity Fund added little to no value over its reference ETF portfolover its reference ETF portfolios.

Over the five - year period, the fund added very little value over its reference ETF portfolio of comparable volatilOver the five - year period, the fund added very little value over its reference ETF portfolio of comparable volatilover its reference ETF portfolio of comparable volatility.

The fund added a miniscule amount of value over the static reference portfolio but did so at the expense of slightly higher volatility (standard deviation of returns).

The following chart shows the static composition of the reference ETF portfolio over the ten - year evaluation period (it should be noted that the reference portfolio somewhat differs between the two analysis periods):

The following chart depicts changes of ETF weights in the reference portfolio for the fund over the same analysis period:

In the simplest application of Alpholio ™'s patented methodology, both the membership and weights of ETFs in the reference portfolio for the analyzed fund are fixed over the entire analysis period.

Compared to fixed reference ETF portfolios, the Tocqueville International Value Fund added a modest amount of value over the past five and ten years.

The following chart with associated statistics shows the constant composition of the reference ETF portfolio for the fund over the same analysis period:

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.

The following chart and statistics show the static reference ETF portfolio for the fund over the same three - year analysis period:

Overall, the fund added virtually no value over its reference portfolio of comparable volatility.

The following chart with accompanying statistics presents the constant composition of the reference ETF portfolio over the same evaluation period:

The final chart and statistics present the composition of the reference ETF portfolio over the same three - year period:

In sum, over the past 10 years the Wasatch Micro Cap Fund failed to outperform its reference ETF portfolio or add meaningful value over a market - cap ETF.

The fund added no value over its reference ETF portfolio, which had a slightly lower volatility.

The fund cumulatively returned over 20.5 % less than its reference ETF portfolio of lower volatility.

The ETF membership and weights in the reference portfolio are both fixed over the entire analysis period.

Over the five years through July 2016, this ETP also added little value vs. its reference ETF portfolio.

The following chart with related statistics illustrates the fixed reference ETF portfolio for the fund over the same analysis period: