Sentences with phrase «returns as benchmarks»

It also means that active strategies invested in equities would, on average, have earned the same returns as the benchmarks.

Not exact matches

Similarly, some review sites offer detailed customer ratings on metrics such as service, value, quality, returns and shipping, which can also be used to benchmark performance.

BLK plans to invest in smaller firms that analysts cover less and therefore might be under - or overvalued, and returns will be judged using the Russell 2000 Index as a benchmark.

High - yield bonds delivered another year of strong performance in 2017, with the benchmark Bloomberg Barclays US Corporate High Yield 2 % Issuer Capped Index returning 7.2 % as we approached year - end.

Despite a perception among some investors that impact investing necessitates a concessionary return, the Impact Investing Benchmark has exhibited strong performance in several of the vintage years studied as of June 30, 2014.

Low volatility and strong returns benefited indexers the last six years, as active managers generally lagged their benchmarks.

Using the S&P 500 as a benchmark may be an inaccurate measure of portfolio return for individual investors.

Using weekly dividend - adjusted returns for HSGFX during 11/21/00 (the earliest available) through 7/26/13 (660 weekly returns), along with contemporaneous weekly returns for the S&P 500 Index and the Russell 2000 Index as benchmarks, we find that: Keep Reading

Each chart also shows the average return by month for SPY as a broad market benchmark.

The reported return of each of the sample portfolios was derived using what we, as of the date hereof, deemed to be the most appropriate available benchmark indices for the asset classes making up that portfolio.

The selection also ends a two - month search that was met with constant speculation and reported meddling by Kalanick, which lead Benchmark, one of its largest investors, to sue the former CEO over allegedly pulling strings to return as chief.

While lower real returns are likely for cash going forward, when compared to the post-1980 period, their importance as the benchmark for the risk - free return is likely to remain intact.

If it is viewed as part of an equity allocation, it is judged on the excess return versus a passive benchmark, scaled by the excess volatility.

We can argue about what an appropriate index is to benchmark returns here, but in Q1 it really didn't matter as a mixture of hype and hope pushed company share prices higher than either index.

As I use the Sleepy Portfolio to benchmark the returns of my personal portfolio, its asset allocation makes sense for my personal situation (young, aggressive, growth - oriented investor) and will not be suitable for someone nearing retirement.

Using monthly returns for the low volatility stock ETFs and their benchmark ETFs as available through September 2017, we find that: Keep Reading

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.

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.

An amount equal to 12.0 % of the product of (a) the equity market capitalization of the Managed REIT, and (b) the amount, expressed as a percentage, by which the Managed REIT's total return per share, exceeds the benchmark total return per share, of a specified REIT index.

The chart shows the returns of the fund, its benchmark category (e.g. LB or Large Blend for OAKLX; blend meaning a blend of value and growth stocks), as well as the broader market return (e.g. the S&P 500 for domestic funds).

While a useful risk measure, he states it «does not predict actual fund returns; within individual benchmarks, it is as likely to correlate positively with performance as it is to correlate negatively.»

Metrics such as the standard deviation of returns and value at risk are more absolute - risk measures, while beta and the Sharpe ratio give a sense of risk / return versus a given benchmark.

I also have had a lower amount of volatility (as measured by standard deviation of day - over-day returns) then my benchmark index (the S&P / TSX Composite Index).

An absolute return strategy is independent of traditional benchmarks such as the S&P 500 Index or the Barclays U.S. Aggregate Bond Index, which gives it the freedom to invest in a wide variety of securities as well as a variety of strategies to hedge specific types of risk.

Rick Ferri wrote in his book «All About Index Funds» that 25bp below the benchmark is regarded as an ideal target.John Bogle also commented in his book «Common Sense on Mutual Funds» that the tracking error must be as close to zero as possible for market returns to be as close to 100 %.

The S&P China High Quality Corporate Bond 3 - 7 Year Index, an investible index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August 27, 2015.

If you are a Couch Potato investor, you don't actually need to benchmark your portfolio, since you are effectively replicating the benchmark with your strategy: index funds set out to deliver the same return as the indexes.

Even if your portfolio manages to return the same amount as the benchmark (i.e., S&P 500), high fees will erode your returns, pushing overall performance below the benchmark.

An index that weighted stocks based on sales outperformed the benchmark by 53 per cent, an index that weighted stocks based on earnings outperformed by 77 per cent and an index that weighted stocks based on return - on - equity outperformed by 114 per cent — an astounding difference when you consider that it still draws from the same 500 stocks as the benchmark index.

As a benchmark, the year of the study (2012), the FTSE All - Share index returned 12.32 % once dividends were included (total return).

If you intend to use the S&P 500 as the benchmark for small cap value finds or ETFs, you may be surprised at how different their one year returns have been.

Those that have been around long enough to provide a substantial track record, such as 3 -, 5 -, and 10 - year returns, give investors an idea of the stability level when measuring performance over time with a benchmark such as U.S. Treasury bills.

The traditional benchmark for comparison, as others have mentioned, is the rate of return (including dividends) from the Standard and Poors 500 Index.

If you believe as we do that risk can not be adequately explained by a single number such as standard deviation of return, but is rather the potential for the respective portfolios to face future capital impairment, it becomes important to compare the fundamental character of the manager's portfolio to that of the benchmark.

Short or Ultra ProShares ETFs seek returns that are 3x, 2x, -1 x, -2 x or -3 x the return of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next.

(A backtest is simply a statistical look at historical data to determine whether employing a given investment factor, such as selecting stocks with low price - earnings ratios, results in excess returns over time; i.e., returns above a stock market benchmark.)

It beat its Russell 2000 ® index benchmark in one -, three -, five - and ten - year periods as well as since inception through 2013, at a comparable risk level measured by a standard deviation of returns.

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».

We see the R2 as a perfect 1 (or 100 %) meaning the 100 % of the variance of returns in the fund is explained by the variance of returns in the benchmark.

Starting January 1, 2017 the Russell 2500 Total Return Index replaced the Russell 3000 Value Total Return Index as the Fund's primary benchmark.

I assume returns were the same as those provided by a benchmark of all Canadian bonds less expenses of 0.5 %.

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.

If we must regularly assess performance, let's focus on performance relative to expectation distributions, such as a strategy's tracking error of returns relative to its benchmark.

This often serves as the benchmark in most portfolio discussions and has been around for ages as the go - to portfolio.The average rate of return on this portfolio since 1972 has been of 5.8 % with a low standard of deviation of 11.6 %.

Interestingly, the one - year total return of the S&P China High Quality Corporate Bond 3 - 7 Year Index was 6.61 % as of May 16, 2016, outperforming its benchmark, the S&P China Corporate Bond Index, which returned 6.18 % over the same period.

Given a sequence of returns for an investment or portfolio and its benchmark, tracking error is calculated as follows:

As aresult, their returns can differ significantly, both positively and negatively, from that of their benchmark index, especially over investment periods lastinglonger than one day.

Tracking error is reported as a standard deviation percentage difference, which reports the difference between the return an investor receives and that of the benchmark he was attempting to imitate.

As a benchmark, a single - index ETF is useful in providing comparisons of returns, but it does not take the fund's volatility or exposures into account.

The S&P 500 Value can be viewed as a broad - based value benchmark, representing an entire opportunity set and returns of value style investing.