Sentences with phrase «rolling period returns»

Finally, when the market is down, take a look at this chart, which details the inflation - adjusted 20 - year rolling period returns of large company stocks.

We analyzed withdrawal rates looking at the worst rolling period returns that we have ever experienced and we are getting results that are right on track and even better than what has been recommended in the past.

Not exact matches

The study examined returns in a diversified portfolio of 60 percent stocks and 40 percent bonds over rolling 30 - year periods starting in 1926.

The strategies derive from three choices: (1) length of the rolling window used to calculate stock and market index betas (one, three, six or 12 months of daily returns); (2) portfolio holding period (12 months or three months); and, (3) portfolio tilt method (four alternatives).

«to provide a level of protection from the effects of inflation by generating a total return (the combination of income and growth of capital) consistent with or greater than the rate of UK inflation over a rolling three - to five - year period.

Finally, periods of favorable valuation and unfavorable market action provide acceptable average returns, but are roller - coasters, including a significant share of both «top» weeks and «worst» weeks.

I started small, but decided to go for it after my initial testing period and rolled over an old 401k that was returning — negative returns at the time.

Yet the risk - adjusted returns over a 10 - year rolling period are lower for frontier markets than for other investment areas.

While a comparison of rolling returns assesses average relative performance over typical holding periods, it does not take the fund's volatility or exposures into account.

A rolling return comparison shows the average relative performance of the fund over typical holding periods.

Alpholio ™ calculations indicate that from inception inception through February 2017, the fund returned more than the ETF in approximately 70 % of all rolling 36 - month periods, 71 % of 24 - month periods and 51 % of 12 - month periods.

A comparison of rolling returns, which determines relative gains or losses of the fund over typical holding periods, does not adjust for the fund's volatility or exposures.

The median cumulative (not annualized) return difference over a rolling 36 - month period was minus 3 %.

Rolling returns can show if a fund is a consistent performer or volatile in short period.

Rolling returns are calculated by taking average annualized returns for several blocks of periods at different intervals.

Alpholio ™'s calculations indicate that over the five - year interval through July 2016, the fund returned more than the ETF in only 16 % of all rolling 36 - month periods, 22 % of 24 - month periods and 47 % of 12 - month periods.

While a rolling - returns analysis provides useful insights into performance over typical holding periods, it does not take the fund's return volatility or exposures into account.

Alpholio ™ calculations show that over the ten calendar years through 2016 the fund returned more than the ETF in about 94 % of all rolling 36 - month periods, 80 % of of 24 - month periods and 72 % of 12 - month periods.

«In light of the changing liquidity conditions, a possible improvement to the static [rolling] approach explored above would be to adopt a dynamic rolling schedule in which the roll would occur over a rolling window that is determined on an ongoing basis, rather than defined in advance... adopting different roll schedules can produce very different returns, depending on the time period in question.

Alpholio ™ calculations show that from January 2000 through September 2016 the fund returned more than the ETF in about 60 % of all rolling 36 - month periods, 54 % of 24 - month periods and 49 % of 12 - month periods.

Alpholio ™'s calculations show that over the ten years through July 2016, the fund returned more than the ETF in approximately 64 % of all rolling 36 - month periods, 56 % of 24 - month periods and 58 % of 12 - month periods.

While a comparison of rolling returns over simulated holding periods is instructive, it does not adjust for the fund's volatility or exposures to various factors.

When we chart 117 rolling return periods for the Dividend Aristocrats since its inception (May 2005), we see it consistently outperformed the S&P 500 under almost all market conditions.

Alpholio ™'s calculations show that since inception, the fund returned more than the ETF in about 72 % of all rolling 36 - month periods, 76 % of 24 - month periods, and 68 % of 12 - month periods.

They present returns for numerous overlapping (rolling) increments, instead of quarterly and annual trailing calendar periods that only let you see points in time.

Alpholio ™'s calculations show that since September 2004 (the start month of the current manager), the fund returned more than the ETF in about 47 % of all rolling 12 - month periods, 48 % of 24 - month periods, and 62 % of 36 - month periods.

You are also eligible on your return for tax year 2016 to exempt up to $ 101,300 * 1/4 (or 1 / 3rd, depending on when you arrived) of income earned abroad in that year, as the 12 - month rolling period began in September of 2016.

You have to look at rolling 20 - year periods before there's a very a high probability of equity returns close to that 8.5 % average.

The left axis in the chart below depicts rolling returns of the 10 - City Composite Index on 1 - year, 3 - year, 5 - year, 7 - year, and 10 - year holding period durations.

Alpholio ™ calculations indicate that through August 2016, the fund returned more than the ETF in 95 % of all rolling 36 - month periods, 88 % of 24 - month periods and 68 % of 12 - month periods.

The rolling returns refer to the mathematical process of comparing one year of data to the previous period's data.

Alpholio ™ calculations show that since 2007, the fund returned more than the ETF in about 61 % of all rolling 12 - month periods.

Alpholio ™'s calculations show that over the ten years through March 2016 the fund returned more than the ETF in about 79 % of all rolling 36 - month periods.

Alpholio ™'s calculations show that since that ETF's inception in January 2012, the fund returned more than the ETF in about 18 % of all rolling 12 - month periods and 6 % of rolling 24 - month periods.

We quantified the holding period with the rolling return for each period in question — 10 -, 7 -, 5 - and 3 - year holding periods.

Clear investment objective of achieving a defined return above inflation (pre-fees) over rolling 3 year periods.

The Schroder Real Return CPI +3.5 % Fund is designed to target returns above Australian inflation over rolling 3 year periods.

Source: Furey Research Partners, LLC and Russell ®, 12/31/1978 to 6/30/2017, annualized return over rolling 10 - year periods Additional information for indexes shown at end of commentary.

In fact, about 85 % of all rolling three - year periods (and approximately 91 % of all rolling five - year periods) yielded superior returns for dividend payers.

Over the rolling 10 year periods since the early 1970's the Permanent Portfolio always had a positive after - inflation return.

The Best and Worst 12 months is calculated from rolling 12 - month returns over the 30 - year time period.

Over long periods of time, smart indices that roll and / or weight differently have also performed well with reduced losses rather than positive returns in down periods.

Alpholio ™ calculations show that over the ten years through September 2016, the fund returned more than the ETF in about 45 % of all rolling 36 - month periods, 53 % of 24 - month periods and 61 % of 12 - month periods.

Over a rolling 36 - month period, the cumulative (not annualized) return of the fund trailed that of the ETF by a median 1.90 %.

Along with its attractive distribution yield, MOGL also aims to generate long - term capital growth and outperform the MSCI World Net Total Return Index, in Australian dollars, over a rolling 5 - year period, net of fees.

The aggressive strategy is the more equity focused version of our Moderate Countercyclical portfolio and will seek to generate higher returns with the understanding that stocks tend to generate strong 5 and 10 year rolling returns, but also seeks to protect the investor from substantial downturns during periods in the business cycle when large downturns are most probable.

In 2014, Alliance Bernstein compared the returns of investing immediately in the S&P 500 versus investing gradually through dollar - cost averaging, analyzing every rolling 12 - month period since 1926 (results are shown in the chart above).

Historically, three - year rolling returns for the S&P 500 Dividend Aristocrats revealed they've outperformed in 95 % of three - year rolling periods since inception.

Alpholio ™ calculations indicate that under the longest - serving manager, the fund returned more than the ETF in 51 % of all rolling 36 - month periods, 46 % of 24 - month periods, and 43 % of 12 - month periods.

The rolling return comparison assesses the fund's relative performance over a holding period but does not take into account its exposures or risk.