Sentences with phrase «return per unit»

A higher Sharpe Ratio indicates a higher return per each unit of risk.

Higher values are desirable and indicate greater return per unit of risk.

The key step forward was to calculate the amount of return per unit of risk taken, or, put differently, to standardise the return in risk units.

Return per unit of risk improved from 0.83 to 1.24 for the dynamic allocation strategy.

Risk - adjusted returns, as measured by return per unit of volatility, were comparable in all four portfolios.

The Sharpe ratio is used to compare investment options in a manner that shows total return per unit of risk.

This would make sense because businesses use liabilities to offset capital intensity and increase return per unit of capital — the asset side of the balance sheet does not tell the whole story.

The ActiveAllocator portal allows financial advisers to assess client portfolios and optimize expected portfolio return per unit of portfolio risk.

On average, unconstrained bond funds delivered lower return and lower return per unit of volatility than the U.S. Aggregate Bond Index and higher return than the Global Aggregate Bond Index.

Only one out of the five quintiles demonstrated a higher annualized return than the U.S. Aggregate Bond Index, and none outperformed the U.S. Aggregate Bond Index in terms of return per unit of volatility.

Ultimately, it is up to the investor to trade off portfolio returns for risk — some may choose to optimize for the highest return per unit of risk, while others may strive for higher returns at the expense of a sub-optimal Sharpe ratio.

Employs a sell discipline and risk management policy designed to optimize return per unit of risk

Topics range from the Sharpe ratio (which measures an investment's return per unit of risk) and how it is calculated to yield - curve «flatteners.»

The Sharpe ratio measures excess return per unit of risk (as measured by SD).

Selecting the Russell 2000 historically resulted in: 1) less return per unit of risk than could have been achieved with the S&P SmallCap 600, or 2) a lower hurdle for expensive active managers to gain outsized fees — more often than not for underperformance.

Diversification (beyond just adding international stocks) can decrease the overall fluctuations in your portfolio and increase your return per unit of risk.

Most efficient frontier portfolios (portfolio with highest expected return per unit of risk) and long term strategic allocations with the highest sharp ratio are ~ 60 - 70 % U.S. domestic, 20 - 30 % Int» l Developed, and 5 - 10 % Emerging Markets (ticker VWO)

Since «smart beta» strategies exhibit both higher returns and elevated volatility compared to the index, naturally a question arises: What is the incremental return per unit of risk of these strategies compared to that of the index?

That higher return has come with higher volatility, but by combining several different asset classes that are at least somewhat uncorrelated, or better yet negatively correlated, a higher return per unit of risk is possible.

Unless you actually have information that assists in making accurate predictions, and enough history to rely on that information, it's preferable to focus on the average return per unit of risk, even though you may not be correct in every instance.

As for the Sharpe Ratio, it is returns per unit of risk taken.

Preference should be given to funds that achieve higher returns per unit of volatility.

Consequently, this translates to higher profits / returns per unit of SA or per unit of premium paid for the company.

Not exact matches

Ruckel would lose $ 19.51 (that's the $ 2.05 per unit it costs him to stock at Amazon's warehouse, $ 12.06 in nonrefundable fees for Amazon to process a sale and $ 5.40 in return fees).

Prices go down per unit, but Emiliani believes the savings are often offset by hidden costs, such as more returns, greater warranty claims, and a larger volume of customer service calls.

The Sharpe Ratio measures return (in excess of risk - free interest rates) per unit of risk.

Following AlphaBay's announcement, Ethereum trading received another spike, the currency returning to $ 45 per unit trading value the following day.

This gives the biggest performance return on investment per unit of training time and fatigue invested.

Such returns are subject to a restock fee of $ 1.70 per unit and will only be accepted if the Products are new and unused, in their original unopened packaging.

Being very similar iterations of the same base engine, there's not really much to separate them in terms of fuel economy (both versions return 19mpg in the city, irrespective of how many wheels are being driven, and the 400 - hp's 26mpg in all - wheel drive and 27mpg in rear - wheel drive formats are only one miles - per - gallon down on what the 300 - hp unit can muster), so there's very little holding you back if you can stomach the Red Sport's $ 7,000 premium over the lesser six - cylinder model.

In a phone conversation with a key person at the Tattered Cover here in Denver, CO, he said, «We don't purchase vanity press books — they usually fall apart... not to mention, they are so costly per unit and the return policy is usually not available — it's a clear pass for us.»

A post made on the official Asus blog stated, «Any customers who have purchased a Transformer Prime TF201 and are dissatisfied with the performance of the GPS module are advised to return the unit to their point of purchase for a full refund as per standard consumer rights that apply in the UK.»

There can be no assurance that money market funds will be able to maintain their net asset value per unit at a constant amount or that the full amount of your investment in a fund will be returned to you.

For example if an investor bought a mutual fund at the beginning of the year for $ 100 per unit and sold it at the end of the year for $ 107 per unit, they might say that they «made a 7 % return» on their investment.

If I go invest in the direct option, I pay more per unit, and get much lesser returns!

Sharpe Ratio uses a fund's standard deviation and its excess return (the difference between the fund's return and the risk ‐ free return of 90 ‐ day Treasury Bills) to determine reward per unit of risk.

While the returns of the dividend - paying universe are compelling in and of themselves investors also need to consider the risk per unit of return when constructing any portfolio.

The returns that investors will get are going to depend on what stocks the fund buy with the money and how these stocks perform, not on whether the investors paid Rs. 5 or Rs. 100 per unit.

Develop and prioritize investment strategies, based on investment themes and bottom up research, to pursue the highest level of return / yield per unit of risk.

It's our understanding that the victims of the fire and people who were being let out of their leases in the other building were not only getting their deposit and prorated rent returned, but checks for $ 1,000 per unit.

It measures returns earned in excess of that which could have been earned on a less risk investment per each unit of market risk.

In the twelve months under review, the Montgomery Fund delivered its initial investors a return of 34.5 per cent, after all expenses, assuming reinvestment of the 30 June 2013 distribution of 7.28 cents per unit.

The Sharpe ratio is the average return earned in excess of the risk - free rate per unit of volatility or total risk.

The Sharpe Ratio measures return (in excess of risk - free interest rates) per unit of risk.

There can be no assurances that a money market fund will be able to maintain its net asset value per unit at a constant amount or that the full amount of your investment will be returned to you.

The indicated rates of return are the historical annual compounded total returns including changes in per unit value and reinvestment of all dividends or distributions and do not take into account sales, redemption, distribution or optional charges or income taxes payable by any securityholder that would have reduced returns.

There can be no assurance that a money market fund will be able to maintain its net asset value per unit at a constant amount or that the full amount of your investment will be returned to you.

The way these programs work is that they charge packaging companies a «tax» per unit produced as a «deposit» and then give that deposit back to the consumer when they return the package to a center (could be a supermarket or a recycling center).

Trains can run on diesel as well as electricity (or coal if the dark ages do indeed return) and provide greater hauling capacity per unit fuel (or unit CO2 if you prefer).

As alternatives are exploited — bringing economies of scale into play, to make them less expensive per unit — demand for carbon - based fuels, solvents and components of processes that end up in the atmosphere drops, resulting in lower prices for carbon products and eventually resulting in a point of diminishing returns to further price level increases in the carbon cycle fee..