Sentences with phrase «respective benchmarks»

The goal is to beat respective benchmarks by 2 % per year, while keeping tracking error to 2 - 4 % at any given time, according to executives at State Street.

It takes time to get the relevant Data (returns and risk data) to make a comparison among the Funds within the same category and also the funds with respective benchmarks and so on....

Asset Management also has continued to deliver solid investment performance with over 76 % of its long - term strategies outperforming their respective benchmark on a 3, 5 and 10 - year basis (as of August 2011).

The fund is part of a suite of ETFs from Direxion Funds, aimed at providing 1.25 x exposure to their respective benchmark indexes.

Outperformers (winners) are funds with return observations for every month of the 15 - year period whose cumulative net return over the period exceeded that of their respective benchmark.

Both funds have outperformed their respective benchmarks by significant margins.

The answer is found in the Standard & Poor's Indices Versus Active Funds (SPIVA) 1 Canada Scorecard, where the performance of mutual fund managers is compared to their respective benchmark.

In contrast, high active share funds differ materially from their respective benchmarks.

The SPIVA U.S. Scorecard results are out and as is usually the case, active managers had a difficult time keeping up with their respective benchmarks.

In the mid-year 2017 SPIVA ® Australia Scorecard, the majority of Australian funds underperformed their respective benchmarks across most categories, similar to previous scorecards.

While many hedge fund managers — and most mutual fund managers — underperform their respective benchmarks over time, their highest - conviction picks actually tend to outperform.

The debate rages (and no doubt will continue to do so) over whether active stock pickers are able to beat their respective benchmark indices.

Normally, these conditions would be ideal for active managers, but our report indicates that the majority of euro - denominated funds invested in European equities trailed their respective benchmarks over the one -, three -, and five - year periods.

For each of the benchmarks in Exhibit 2, Exhibit 3 shows the excess total return of the respective benchmark over the increase of the cost of income for each respective year (from 2020 to 2060).

The scorecard measures the performance of actively managed domestic equity funds across various market capitalizations and styles, as well as fixed income funds, relative to their respective benchmarks.

While active managers beat their respective benchmark in the short - term bond category, this was not the case in the longer - term diversified / aggregate category.

In the fixed income categories, active managers overwhelmingly underperformed their benchmarks: 83.52 % of managers in the Brazil Corporate Bond category and 82.95 % in the Brazil Government Bond category underperformed their respective benchmarks in 2014.

However, the scorecard shows that over a longer - term investment horizon, most active managers have a difficult time outperforming their respective benchmarks.

Lest this observation be taken as merely anecdotal evidence, I will conclude by pointing out «that within domestic equity, the majority of managers in nearly every category underperformed their respective benchmarks over the five - year horizon, for both retail funds and institutional accounts.»

The SPIVA India Scorecard reports on the performance of actively managed Indian mutual funds compared with their respective benchmark indices over one -, three -, and five - year investment horizons.

Most global, emerging market and U.S. active funds underperformed their respective benchmarks over one -, three - and five - year time horizons.

More than 96 % of them underperformed their respective benchmarks over a five - year period.

In Part 1 of this series, we examined the tracking error exhibited by the TD e-Series Canadian Bond Index Fund and the Canadian Index Fund and found that both funds track their respective benchmarks fairly well.

The goal of each fund is to outperform the respective benchmark by 100 to 150 basis points with diversified investment strategies that utilize a variety of proprietary quantitative trading models and risk constraints intended to limit potential underperformance.

The Standard & Poor's Index vs. Active (SPIVA) mid-2014 report says that more than 70 percent of actively managed funds lost to their respective benchmarks over the previous five years.

This significantly lowers the performance bar — if most funds in a given category underperform their respective benchmarks, some will still be awarded top ratings.

Active management means that the managers of the fund actively trade securities in hopes of achieving higher than market returns or outperforming their respective benchmark, such as the S&P 500.

During the five - year period ending Dec. 31, 2016, 88.3 % of large - cap managers, 89.95 % of midcap managers, and 96.57 % of small - cap managers underperformed their respective benchmarks.

Over the 15 - year period ending Dec. 2016, 92.15 % of large - cap, 95.4 % of mid-cap, and 93.21 % of small - cap managers trailed their respective benchmarks.

Studies have shown that managers will «hug» their respective benchmarks for job security — meaning that rather than try to beat their benchmark by a wide margin, they will stay within a few percentage points, plus or minus in order to still meet their goals.

None of the ProShares funds will directly own the commodities, currencies or financial securities comprised in their respective benchmarks.

We calculate RAR in two steps: First, we adjust the fund's risk to a level comparable to that of its respective benchmark index.

The study reveals that over the one - year period ending December 2016, 66.29 % of Indian Equity Large - Cap funds, 64.29 % of Indian ELSS funds, and 71.11 % of Indian Equity Mid - / Small - Cap funds underperformed their respective benchmark indices.

The answer is found in the Standard & Poor's Indices Versus Active Funds (SPIVA) 1 Canada Scorecard, where the performance of mutual fund managers is compared to their respective benchmark.

Conclusion Long - term bond investors may be uncomfortably stuck between the high returns of the past and the much lower and potentially negative returns of the future, but we can position our portfolios to produce excess returns versus their respective benchmarks, both government and credit.

Like our findings regarding the low beta factor, we project that the low beta and low - volatility strategies will underperform their respective benchmarks across all regions.

The respective benchmark index is listed to the right:

The majority of Indian Equity Large - Cap, Indian Government Bond, and Indian Composite Bond funds underperformed their respective benchmarks for most of the period.

Over the five - year period, 91.91 % of large - cap managers, 87.87 % of mid-cap managers, and 97.58 % of small - cap managers lagged their respective benchmarks;

Exhibit 1: Percentage of Active Funds That Underperformed Their Respective Benchmarks (over a rolling 5 - year horizon)

For 90 % of All Stockpickers, a Decade and a Half of Underperformance Over the 15 years ending December 2016, 95.4 % of U.S. mid-cap funds, 93.2 % of U.S. small - cap funds and 92.2 % of U.S. large - cap funds trailed their respective benchmarks, according to the latest S&P Indices Versus Active funds scorecard.

Exhibit 1 reviews the percentage of funds that underperformed their respective benchmarks in each category for the five - year rolling period between December 2013 and June 2017.

Exhibit 2: Rolling Annualized Excess Returns of Equal - Weighted Funds over Their Respective Benchmarks (over a rolling 5 - year horizon)

Both categories of bond funds — Indian Government Bond and Indian Composite Bond — generated negative excess returns for the five - year rolling horizon, with more than 75 % underperforming their respective benchmarks as of June 2017.

The results for Australian Equity A-REIT, Australian Bonds, and International Equity General fund categories were far more disappointing; 92 %, 89 %, and 92 % of funds in the three categories lagged their respective benchmark indices, respectively.

Over 98 % of active managers investing in global equities lagged their respective benchmark over the 10 - year period ending June 30, 2016, and over 96 % of active managers invested in emerging market equities trailed their corresponding benchmark over the same period.