Sentences with phrase «shows rolling return»

The following chart shows rolling return correlation of the AQR Managed Futures Strategy Fund (AQMIX) with the Vanguard Total Stock Market ETF (VTI) and the Vanguard Total Bond Market ETF (BND):

Earlier this week I posted a handful of graphs that showed rolling returns for the stock market over various time frames.

Not exact matches

Graph 8 shows the return where the investor funds themselves in yen and invests in Australian dollars at 90 days and continually rolls the position.

The following chart, taken from the paper, shows the rolling 250 - trading day correlation between U.S. stock market returns and gold returns (in U.S. dollars) based on daily data.

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The biggest live show of the year: The Rolling Stones return to Hyde Park, London almost 44 years to the day after their legendary free concert in July 1969.

Ostensibly, these youngsters are still being educated and will return to their regular schools.In truth, most of these students are ghosts; they disappear but are still carried on the attendance rolls for purposes of state support.Every urban district has thousands of such ghosts; some tens of thousands.If all the ghosts on the books actually showed up, no urban school district would be able to cope without a new bond issue for building significantly more schools.

On the return to the bivouac from the brief test — where everything was shown to be working normally — Chicherit clipped a ridge of ground and flipped the car into a series of three rolls, which badly damaged the body panels on the Mini.

To further excite enthusiasts and confirm the return of the legendary nameplate, the Japanese car maker rolled out a new Supra racing concept at the 2018 Geneva Motor Show that «signals Toyota's commitment to bring back to the market its most iconic sports car.»

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

Rolling returns offer a more robust way to show performance than traditional one -, three -, five - and ten - year trailing returns.

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

Using rolling 12 - month returns (monthly year - over-year) from Jan 1979 — Sep 2015 of the S&P 500, the result shows that whether there was a bull, bear or flat stock market, gold was positive at least half the time.

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.

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.

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.

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.

The following chart shows rolling volatility (measured as a standard deviation of two years of monthly returns) and accompanying statistics for the portfolio:

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.

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.

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.

The MoneySense Honour Roll funds show that well - chosen equity funds provide a good trade - off of risk and return.

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).

Alpholio ™ calculations show that since inception the fund returned more than the ETF in approximately 48 % of all rolling 36 - month periods, 44 % of 24 - month periods and 42 % of 12 - month periods.

Alpholio ™'s calculations show that since inception the fund returned more than the ETF in 88 % of all rolling 36 - month periods, 89 % of 24 - month periods and 62 % of 12 - month periods.

Alpholio ™'s calculations show that the fund returned more than the ETF in approximately 88 % of all rolling 36 - month periods, 65 % of 24 - month periods and 71 % of 12 - month periods.

Alpholio ™ calculations show that over the ten years through 2016 the fund returned more than the ETF in approximately 96 % of all rolling 36 - month periods, 69 % of 24 - month periods and 55 % of 12 - month periods.

Alpholio ™'s calculations show that since inception the fund returned more than the ETF in approximately 93 % of all rolling 36 - month periods, 87 % of 24 - month periods and 84 % of 12 - month periods.

Alpholio ™ calculations show that over the 15 years through 2016 the fund returned more than the ETF in approximately 34 % of all rolling 36 - month periods, 32 % of 24 - month periods and 38 % of 12 - month periods.

Rolling returns of both ETFs had a high correlation with those of the fund, as shown in the following chart and statistics:

The end result was a bar chart that showed the average annual real returns for the various rolling periods.

Using rolling 12 - month returns (monthly year - over-year) from Jan 1979 — Sep 2015, the result shows that whether there was a bull, bear or flat stock market, gold was positive at least half the time.

Analyzing the S&P GSCI Crude Oil roll return for the period between January 1987 and November 2017 (a total of 370 observations) showed that during this period, daily oil production increased or decreased relatively equally.

Alpholio ™'s calculations show that the fund returned more than this ETF in 100 % of all rolling 36 - month and 24 - month periods, as well as 78 % of 12 - month periods.

Exhibit 1 shows the rolling two - year correlation of the average monthly return of unconstrained bond funds to that of the U.S. and global aggregate bond indices.

Alpholio ™'s calculations show that, since then through 2014, the fund returned more than the ETF in about 56 % of all rolling 12 - month periods.

Alpholio ™'s calculations show that since inception in September 2010, the fund returned more than the ETF in about 88 % of all rolling 12 - month periods, and 100 % of 24 - month and 36 - month periods.

Once again, just to highlight the relative - price premium in the US, below shows the 10 - year annual rolling returns.

Again, just to highlight the relative price premium in the US, below is a chart showing the historical 5 - year annual rolling returns.

This chart shows the yearly returns to each of the value and glamour deciles, the value premium (value - glamour) in each year, and the rolling average from the start of the data in 1926:

Alpholio ™'s calculations show that the fund returned more than the ETF in less than 42 % of all rolling 12 - month periods in the past 10 years.

The thread was launched to explore research by Wade Pfau (Associate Professor of Economics at the National Graduate Institute for Policy Studies in Tokyo, Japan) showing that Valuation - Informed Indexing beat Buy - and - Hold in 102 of the 110 rolling 30 - year time - periods now in the historical record and that long - term timing provides comparable risk and the same average asset allocation as a 50/50 fixed allocation strategy but with much higher returns.

While trailing calendar periods only show returns for points in time, rolling returns present continuous overlapping increments to provide a more robust view of performance over time.

Alpholio ™'s calculations show that since late 2004 the fund returned more than the ETF in only about 46 % of all rolling 36 - month periods, 45 % of 24 - month periods and 42 % of 12 - month periods.

Take a look at the chart below which shows my model portfolio «s rolling one - year total return (share price change plus dividends) relative to a FTSE All - Share index tracker:

He was quick to get the show on the road and rolled out the graphically stunning Order 1886, which showed off the games» seamless cut - scene / gameplay transitions, and the terrifying return of the button prompt (press triangle to live).

In it's 4th year since being resurrected, EXPO Chicago has been gaining steam attracting major sponsors including returning presenting sponsor Northern Trust Bank, Tiffany & Co., Rolls - Royce, and to kick it off on the evening of Thursday, September 17, the Women's Board of Museum of Contemporary Art (MCA) Chicago hosted the preview night that drew over 7,000 people which included VIPs and the see and be scene crowd checking out the available art pieces from the showing galleries before the general public.