Sentences with phrase «returns over a period»

Shiller has argued that the CAPE is remarkably good at predicting returns over the period of several years.

Warren compounded wealth over that period at a stunning 21.4 % (more than double the S&P 500 return over the period) and would have turned a $ 10,000 investment into $ 28.4 million.

Outperformers (winners) are funds with return observations for every month of the 15 - year period whose cumulative net return over the period exceeded that of their respective benchmark.

In fact, one can show that valuations tend to be best correlated with subsequent market returns over periods representing roughly 0.5, 1.5 or 2.5 typical market cycles (see my 2014 Wine Country Conference presentation, A Very Mean Reversion, for details).

We talked last week about how the American Future Fund of stocks within energy, agriculture and healthcare had doubled the stock market's return over the period.

Technical features were selected by the authors based on the following claims: • Stocks with high (low) returns over periods of three to 12 months continue to have high (low) returns over subsequent three to 12 month periods.

Compounding can also cause a widening differential between the performances of an ETF and its underlying index or benchmark, so that returns over periods longer than one day can differ in amount and direction from the target return of the same period.

Investors generally tend to see the returns for one - year period and sort the funds based on returns over these periods.

The biggest driver of long - term investment returns is not an investor's skill but the overall market returns over the period.

In this scenario, a 9 % annual return over this period would have turned a $ 1,000 investment into $ 43,850.

That figure represents an average rate of return over that period of only 2.1 %, and even that yield would be further reduced after taxes are included.

The new rules call for dollar - weighted returns over periods of one, three, five and 10 years.

Lastly, the blue line shows the historical returns after a 0.15 % management fee charged by most ETF providers such as Vanguard and the green line represents the S&P total returns over this period.

Alpha: The alpha of a mutual fund describes the difference between a fund's actual return over a period of time and its expected return, given the fund's level of risk.

And both funds provided a nearly identical annualized return over this period.

The expected market return over the period is 10 %, so that means that the market risk premium is 8 % (10 % - 2 %) after subtracting the risk - free rate from the expected market return.

If you've held these funds in your account for a full three years, they would show a significant capital loss — and yet their total return over that period was actually quite good:

The mutual funds are also required to publish their performance in the form of half - yearly results which also include their returns over a period of time i.e. last six months, 1 year, 3 years, 5 years and since inception of schemes.

Total returns over that period were 7.2 % of which distributions accounted for 3.3 %.

Due to the compounding of daily returns, leveraged and inverse returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period.

That said, it still captured 85 % of the S&P 500 return over that period and 76 % during the Cycle 2 bull market from October 1974 through August 1987.

20.91 % returns over a period of 5 years is a very good return.

If inflation is included using the monthly CPI data, the total return over the period is -25 %.

Each different ending valuation represents the result of one distinct AVERAGE rate of return over the period.

I also compute the chance of loss (the probability that the investment has a negative return over the period).

Given the extremely rich valuations we've observed since the late - 1990's, and the fact that the S&P 500 has achieved very little net return over this period, our approach has been generally defensive.

Even small differences in fees can translate into large differences in returns over a period of time.

Two portfolios, with the same average rate of return over a period of years, can produce dramatically different values outcomes because of portfolio volatility.

Winner funds are those that survived and whose cumulative net return over the period exceeded that of their respective Morningstar category benchmark.

If the investor was rational, he or she would calculate their return of holding the conventional Canada at 2.75 % by subtracting the inflation estimate of 4 % for a -1.25 % return over the period.

If one had created an alpha strategy by going long an average of the top 3 «good calls» and going short an average of the bottom 3 «bad calls», the cumulative return over the period would have been 222.9 %.

Compounding — the likelihood of the funds» returns over periods longer than one day to differ from the target returns — is a critical concept to understand before investing in leveraged ETFs.

Due to the compounding of daily returns, leveraged and inverse ProShares» and ProFunds» returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period.

However, the fund's total return over that period was +1.62 %, because the interest payments more than offset the price drop.

Due to the compounding of daily returns, ProShares» returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period.

Hover over the table to highlight each country's market returns over that period.

ICICI Prudential Long Term Savings Fund (Major Portion — had good returns over a period of I think 5 - 10 years when I bought) + Canara Robecco Equity Tax Saver Fund (A very minor Portion)

This isn't surprising as the S&P / TSX composite index delivered a 7.4 - per - cent annual return over this period compared to the S&P 500's paltry 3.3 per cent.

A bright spot for active funds was equal weighted and asset weighted returns over the period.

The total return over this period is thus 1.5 % — 3 % = -1.5 % / yr

The total return over this period is thus 0 % + 4 % = 4 % / yr

Standard deviation is a measure of total risk that indicates the degree of variation in the actual returns relative to the average return over the period (three years in our figures); the higher the standard deviation, the greater the total risk.

From these levels, it is very hard to conclude that the annualized US market returns over the next decade are likely to be anything better than single - digits, with a substantial possibility of mid-single digit or worse annualized rate of return over that period.

However, there is strong evidence that long - term normalized ratios (and other ratios including the Q ratio, market cap / GNP, and deviation from trend) are much better at forecasting returns over periods from 5 to 20 year horizons.

Keep the assets that offer the best return over the period that they are there to fund future expenses.

For example, for stock X, if I think that the expected target price is $ 24 (10 % probability that the stock trades at $ 40 in Y years, 20 % probability at $ 30, 50 % probability at $ 24 and 20 % probability at $ 10), and the current price is $ 15, my expected return over the period is 60 %.

We expect a significant return over a period of time.

What is important to point out is that is an equivalent 8 % average taxable return over that period.

It will assure you a robust return over a period of time.

Therefore, CAGR shows a mean annual growth rate that equalizes out the volatility in return over a period of time.