Sentences with phrase «small drawdown»

Through the market peak in October 2007, growth stocks did not advance as much as value ones did, but they suffered a much smaller drawdown (45.4 % for growth vs. 56.7 % for value, as calculated by the Portfolio service).

Similarly, the S&P BSE Quality Index had relatively lower return volatility and the smallest drawdown among the four factors, highlighting the defensive characteristics of the quality factor.

Their appeal is not only their non-correlation (or even negative correlation) with other parts of the portfolio, but their surprisingly low volatility: as a group, managed futures tend to have lower standard deviation and smaller drawdowns than both stocks and commodities.

This month our MultiSearch screener incorporates three more: «Smallest Drawdown Fixed Income Funds,» «Shortest Recovery Time Small Caps,» and «Lowest Ulcer Moderate Allocation Funds.»

The bear market during the Dot - com Bust of 2000 — 2002 may have created a smaller drawdown than the bear market during the Financial Crisis of 2008 - 09, but its duration was much longer.

Mathematically, the long - term compounding of returns is easier and more powerful with smaller drawdowns.

The joint quality and value strategy had, however, the smallest drawdowns of all the strategies considered.

Not exact matches

Drawdown focuses on small, practical steps, not apocalyptic scenarios and impossible solutions.

He meets Afghan President Hamid Karzai at the White House this week and is expected to press for immunity from prosecution as a condition for allowing even a relatively small contingent of U.S. troops to stay behind in Afghanistan after the 2014 drawdown.

The capital gains losses will vastly exceed your dividends during a large market drawdown because small cap stock prices rise fast but also tank fast.

It can be a way of breaking down the problem of retirement income into smaller pieces — for example if you were making $ 100K a year and think you only need $ 75K in retirement, then Social Security ($ 25K) + Part time work ($ 25K) + Drawdown savings ($ 25K) sounds like a more achievable plan.

Over this shorter evaluation period, the Coffeehouse portfolio had the best risk - adjusted returns, followed by the Yale U's Unconventional portfolio, and Dr. Bernstein's Smart Money portfolio that had a slightly higher Sortino ratio and a smaller maximum drawdown than the Aronson Family Taxable portfolio.

With semi-annual (i.e. every six months) rebalancing, the all weather portfolio performed slightly better in terms of the higher annualized return and Sharpe ratio as well as smaller maximum drawdown:

The approach and structure of the DRS is specifically built to help investors stay the course through bull and bear markets by recognizing that smaller shorter - term drawdowns are more easily weathered by having protection in place for larger, steeper declines.

Small win percentages can compound into huge gains without the risk of large drawdowns.

A 50 % drawdown on a $ 10,000 burner account is a small amount of money on an absolute basis.

Your top 5 drawdowns also improve for small stops.

This resulted in a market meltdown that caused substantial drawdowns in value for many equity mutual funds, in a range of forty to sixty per cent, causing many small investors to panic and suffer a permanent loss of capital which many of them could not afford nor replace.

At the time of global recession in 2007 - 08, the small cap companies had a higher drawdown in comparison to the large mid cap companies which led to higher dividend yield of the small cap companies in that period.

Although the smaller stocks in the highest rank indeed show high annualized rewards in Zacks» back testing system over the past 12.5 years, the maximum drawdowns are too big to make these portfolios time - robust in our terms.

Seeks to: Reduce risks common to small cap investing such as volatility, drawdown and valuation risks by taking advantage of lower correlations and valuation opportunities

With a large enough acct balance and small position sizes, I have no problem experiencing a 2000 pip drawdown or more on the original position.