Sentences with phrase «return difference»

The reality is equity in a property is only saving the cost of the prevailing mortgage interest rate so that is the real return difference between leverage and equity.

Table 2 reports monthly return differences for each of the five equity style portfolios, in both expansive policy periods and restrictive policy periods.

If you make the assumption that the sequence of return differences is normally distributed, you can interpret tracking error in a very meaningful way.

The median cumulative (not annualized) return difference over a rolling 36 - month period was minus 3 %.

Below is a chart showing the monthly return difference between the S&P GSCI TR and S&P GSCI ER:

The relative return difference since the swap is -3 %.

I tested the «magic formula» from Joel Greenblatt for european companies (MSCI Europe as sample)- the result was: no significant return difference between the magic formula und a simple value strategy.

Annualized risk adjusted returns taking into account the volatility of each asset class show a annualized 50bp return difference for the 10 year period and a 3bp difference in the 5 year return.

You will be required to report on your tax return the difference between the amount of advance payments that the government sent on your behalf and the premium tax credit that you may claim based on your family size and household income.

The median cumulative (not annualized) outperformance over the 36 - month period was only 1 %, while the mean return difference was minus 2.1 %.

The median cumulative (not annualized) return difference over a rolling 36 - month period was close to 16.8 %.

The student would be responsible for returning the difference between what USD has returned and the total amount of unearned Title IV aid.

Commercial real estate in Calgary was at the top of its market cycle between 2005 and 2008, but even then Concrete routinely raised more money than the buildings actually cost and failed to return the difference to investors.

The portfolio illustrations included in this article are intended to show the return differences between a tax location based portfolio and an equal weighted portfolio.

Applying the iShares Russell 3000 ETF (IWV) as a proxy, the return difference further shrinks to 0.91 %.

Figure 2 is a histogram of the return differences.

Right away, you can see quite a few negative numbers in the «return difference» column.

Where values in the «return difference» column are negative, that means the fund had a lower return than its benchmark.

Where the values in the «return difference» column are positive, the fund outperformed its benchmark, which is also called «excess return».

The fund performance is compared to benchmark performance in the third column titled «return difference», which is just the fund performance in the first column minus the benchmark performance in the second column.

I have witnessed this personally while analyzing the return differences for Bill Miller, Bruce Berkowitz, and the S&P 500 Spider.

Alpholio ™ calculations indicate that the fund returned more than the ETF in just 40 % of all rolling 36 - month periods, with a median cumulative (not annualized) return difference of negative 3.06 %:

The volatilities of the factor portfolios are a measure of the volatility of a long — short portfolio; in other words, these volatilities measure the volatility of the return difference between the long and the short portfolios.

In this paper, we will only focus on the return differences rather than attempting to detail which of the advantages or disadvantages in central in the return differences.

We calculated the incremental return associated with replacing a portion of the equity portfolio with commodity futures as the portfolio return minus the all - equity return, and refer to it as the return difference.

The return difference is calculated as the portfolio return with x % commodity exposure less the all - equity benchmark portfolio return.

When we add commodities, the return difference is small in most cases.

And if you were measuring from the top of the dot - com bubble the return difference is 1460 % vs 71 %.

And here is one more Vanguard graph depicting the return differences for a wide variety of high and low - cost funds.

The stock market could either favour sellers (by always selling to the highest bidding buyers) or the buyers (by always buying from the cheapest sellers, and returning the difference).

There is also a matrix that shows the return differences between the actual current portfolio, and all 23 investing models, starting in cell C41.

You would have to weigh the return difference between a passive investment from the IRA such as making loans vs the active flip which will get taxed at high rates.