Sentences with phrase «return on a risk adjusted basis»

Their target is to maximize total return on a risk adjusted basis through a blend of high yield and global fixed income securities.

Adding low volatility strategies can provide better returns on a risk adjusted basis.

Not exact matches

Morningstar ratings are based on a fund's risk - adjusted returns.

On an annual basis, the 50 smallest stocks had a risk - adjusted return that was almost 24 % higher than that of the 50 largest stocks.

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals funds Through: 03/31/2018

Morningstar ratings based on risk - adjusted return and number of funds Category: Municipal National Short - term funds Through: December 31, 2017

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals Through: March 31, 2018

For each fund with at least a three - year history, Morningstar calculates a Morningstar Ratingä based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

Debt - based crowdfunding has grown rapidly as institutional capital has capitalized on the superior risk - adjusted returns generated by direct lenders.

Morningstar Ratings are based on risk - adjusted return.

Individual investors who trade equity options underperform those who do not by a risk - adjusted average of 1 % (2.75 %) per month based on gross (net) returns.

They compare performances of these groups based on raw and risk - adjusted trading returns at the close on the trade date and at horizons of 1, 10, 25, 140 and 254 trading days.

NEARX has recently received the coveted 5 - star overall rating from Morningstar, among 173 Municipal National Short - Term funds as of 11/30/2014, based on risk - adjusted return.

Two weeks ago I featured some new analysis on Dividend Champions in which I ranked the Dividend Champions based on volatility, momentum, and risk - adjusted returns.

Meanwhile, the Projections box indicates that this issue's total return potential to 2018 - 2020 is subpar, compared with the market median of 10 %, but might still appeal to some investors on a risk - adjusted basis.

Morningstar ratings based on risk - adjusted returns.

For each U.S. - domiciled fund with at least a 3 - year history, Morningstar calculates a Morningstar Rating ™ based on a Morningstar Risk - Adjusted Return measure that accounts for variations in a fund's monthly performance (including loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

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.

It is calculated based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance.

The Lipper Fund Awards are based on the Lipper Ratings for Consistent Return, which is a risk - adjusted performance measure calculated over 36, 60 and 120 month periods.

Moreover, a trading strategy based on the CIV - OIV mean reverting spreads generates significant risk - adjusted return.

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.»

Morningstar ratings based on risk - adjusted return and number of funds Category: Equity Precious Metals Through: 6/30/2015

«The [difference] between active and passive investing is that an active investor tries to beat the market on a risk - adjusted basis, while a passive investor tries to take the market return,» says Cullen Roche, founder of Orcam Financial Group in Encinitas, California.

USERX currently has four stars overall from Morningstar, among 71 Equity Precious Metals funds as of 6/30/2015, based on risk - adjusted returns.

For each fund category, like Large Growth or Moderate Allocation, the MFO Rating system divides funds into five groups or «quintiles» based on the risk adjusted return over selected evaluation periods.

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.

While this approach suits many MFO readers just fine, especially having lived through two 50 percent equity market drawdowns in the past 15 years, others like Investor on the MFO Discussion Board, were less interested in risk adjusted return and wanted to see ratings based on absolute return.

To be sure, while focusing on factor and smart beta strategies has historically, over longer periods of time, earned higher risk - adjusted returns relative to the broader market, there have been stretches, even long ones, when factor - based approaches underperformed (think value during the 1990s), according to data accessible via Bloomberg.

Some people challenge Valuation Informed Indexing on the basis of risk adjusted returns.

In addition, the return - on - equity strategy beat the low - volatility strategy on a risk - adjusted basis.

Putnam funds with four - or five - star overall rating for class Y shares in their Morningstar category based on risk - adjusted returns.

After investigating and writing about ETFs for years, I've found a few of my favorite funds, funds that I believe will best the benchmark (the S&P 500 (SPY)-RRB- on a total returns basis, and potentially on a risk - adjusted basis, too.

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.

Expected Utility Approach: Also the Morningstar Rating uses an enhanced risk - adjusted return measure based on «expected utility theory,» which accounts for all variations in a separate account's monthly performance, with more emphasis on downward variation.

Morningstar ratings based on risk - adjusted returns.

Two weeks ago I featured some new analysis on Dividend Champions in which I ranked the Dividend Champions based on volatility, momentum, and risk - adjusted returns.

The rankings are based on risk adjusted return, specifically Martin ratio, over each full cycle.

Although the fund's 10 % annualized return since its inception through February 2014 roughly matches the category norm, its low volatility has allowed it to stack up well against its peers on a risk - adjusted basis.

Star ratings are calculated based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance.

Highly rated funds are defined as those funds that have a 4 - or 5 - star Morningstar rating.For each fund with at least a three - year history, Morningstar calculates a Morningstar Rating ™ based on a Morningstar Risk - Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance.

Treynor Ratio is a risk - adjusted measure of return based on systematic risk.

This is not surprising, because a fundamental goal of investment research has been to discover those strategies which maximize personal economic welfare on a risk - adjusted returns basis.

Quality stocks deliver steadier growth based on low volatility and high risk - adjusted returns.

The low volatility factor also outperforms on a risk - adjusted return basis.

In December 2017, Morningstar analyzed the global performance of the Morningstar Analyst Rating for funds, finding that the analyst ratings effectively sorted funds based on their average future risk - adjusted returns; the report is available for download here.

That is, one can not consistently achieve returns in excess of average market returns on a risk - adjusted basis, given the information publicly available at the time the investment is made.»

Morningstar ratings may vary among share classes and are based on historical risk - adjusted total returns, which are not indicative of future results.

The fund's ranking was based on its ability to provide superior consistency and risk - adjusted returns over a 10 - year period against a group of similar funds as of November 30, 2012.

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.