Sentences with phrase «returns against their benchmark»

Not exact matches

«We seek absolute returns, not relative ones, and resist being benchmarked against market indices for that reason» Seth Klarman

When benchmarked against the Australian average, New South Wales rate of return was consistently less since 2010 - 11, with the rate of return being negative in all years besides 2011 - 12 and 2014 - 15.

The Senegalese frontman has started the Toffees» past two games against Leicester City and Arsenal and pointed to the 2 - 1 win over the Foxes as the benchmark to return to winning ways and build a run of results.

That's the most appropriate way to measure an ETF's performance against its benchmark index, but it may not be the return investors actually obtain in their own accounts.

These are excess total returns measured against an equal - weighted benchmark, which means, for example, the +58 percent result for the Best Performing 10 % (Large) means that those stocks beat the market by 58 percent in any given year.

Hedge funds which benchmark against an index such as the S&P 500 and can go anywhere, invest in bonds, loans, distressed debt, currency, etc is not what the Prof is talking about and hence, perhaps, some of the confusion surrounding returns on an index and the word «collectively».

RAFI Fundamental Index ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

However, both types of returns are not ideal choices for investors who are interested in benchmarking their performance against appropriate indices.

RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

Alpha, often considered the active return on an investment, gauges the performance of an investment against a market index or benchmark which is considered to represent the market's movement as a whole.

Indeed, the results of the backtest in just taking the top 20 - 40 stocks on a monthly roll basis significantly outperforms my own biases and any benchmark you'd want to mash up against the returns.

Finally, comparing just the returns of a mutual fund against those of its benchmark is largely meaningless because it does not fully adjust for the fund's risk.

This investor may have found the easiest way to generate significant excess returns when benchmarked against the S&P 500, as well as a way to ride the investment styles of some of the greatest value investing hedge fund managers out there... This could be the holy grail folks.

The «tracking error» describes the difference between the return of the ETF and the return of the index the ETF is benchmarked against.

Many investment organizations benchmark their funds» performance against the classic 60/40 mix of domestic stocks and bonds, but this posture limits their ability to earn superior risk - adjusted returns.

Although the ATWRR can differ from the TWRR when large external cash flows are made during a volatile month, it is still a decent choice for investors who are looking for an approximate method of calculating a rate of return that can arguably be benchmarked against index returns.

One way to rein in your overconfidence is to benchmark your returns against an index fund in the same asset class.

However, when compared against the returns of a hedged benchmark, an overwhelming number (91 %) underperformed.

Against this backdrop, the Fund (Class I Shares) returned 0.79 % in April, underperforming its benchmark, the MSCI ACWI ex USA Index, which returned 1.60 %.

This slim spread of 47 basis point difference in returns is reflected in the underperformance of large cap core funds against the benchmark by a narrow majority (57.74 %).

The evidence of skill, both positive and negative, is most apparent when fund returns are measured against an appropriate style benchmark instead of more broad measures.

Seeking out countries — instead of broad indexes - that can subsequently offer portfolios favorable return and risk characteristics will likely end up being the strongest defense against the secular rise in the correlations of broad world equity benchmarks.

The performance of the «core» portion can be compared against a benchmark as an objective indication of the availability of returns, such as the ASX 200 Accumulation index or the S&P 500 Total Return index.

Though I agree that it is not easy to benchmark an individual stock against anything, but over the long term any riskier or uncertain investment or portfolio of riskier or uncertain investment should deliver real returns for the investor in order to compensate for the risk taken.

The funds» returns are compared against the S&P / TSX Composite Index, the traditional benchmark for Canadian equity funds.

A depressingly common error in assessing long - short or market neutral funds is to compare their returns against the raw returns of long - only funds or benchmarks.

With the Equity Fund offering an annual return of 20.6 % and the Bond Fund rendering a compounded annual return of 9.2 %, against the Nifty Growth of 15.4 % and 6.7 % respectively, it's not surprising to see that the Equity Fund has conquered the Nifty benchmark 9 out of 10 calendar years, while the Bond Fund has given a perfect 10.

Chancellor Capital Management / Invesco, Inc. (City, ST) 1995 — 2000 Partner and Managing Director — Institutional Fixed Income • Manage in excess of $ 44 billion, approximately $ 20 billion of which were managed with a total rate of return objective • Focus in mortgage - backed and asset - backed securities • Create and implement strategy for all MBS and ABS investments for total rate of return portfolios • Responsible for risk management including establishing and monitoring appropriate risk levels • Collaborate with CIO in management of all core portfolios benchmarked against the Lehman Aggregate Index • Run weekly strategy meetings defining portfolio construction in conjunction with Investment Policy Committee guidelines • Oversee assets in excess of $ 10 billion including pension funds, public funds, and insurance funds • Conduct client reviews and new business presentations on a regular basis • Serve as point person for key strategic partnerships based out of New York

Being able to utilize 27 million de-identified tax returns combined with the U.S. Census and Department of Labor allows tenants and industries to be benchmarked against their competitors locally and nationally using financial data never attained before.