(Alpholio ™ calculates
such reference portfolios for all US mutual funds on an ongoing basis.)
Complemented by eight additional ETFs with smaller constant weights, since 2007
such a reference portfolio outperformed the fund by an annualized discounted cumulative RealAlpha ™ of about 0.5 % (to learn more about RealAlpha ™, please visit our FAQ).
Over the past 10 years, the fund produced about 3 % of the annualized discounted cumulative RealAlpha ™ vs.
such a reference portfolio (to learn more about the RealAlpha ™, please visit our FAQ).
Not exact matches
This group should focus less on assessment tools themselves,
such as how to do good
portfolios or design a performance event (though
references to
such materials are quite welcome), and more on successful strategies for changing assessment practices and systems.
This approach constructs a
reference ETF
portfolio with fixed membership and weights
such that it most closely tracks periodic returns of the fund (to learn more, please visit our FAQ).
In this approach, a
reference portfolio of ETFs with fixed both membership and weights is constructed
such that its returns most closely track those of the fund.
Consistently with the stock holdings of the analyzed
portfolio, the reference portfolio comprised large - cap equity ETFs, such as the Guggenheim S&P 500 ® Top 50 ETF (XLG), PowerShares High Yield Equity Dividend Achievers Portfolio (PEY), PowerShares Dividend Achievers Portfolio (PFM), and iShares Morningstar Large - Cap Value E
portfolio, the
reference portfolio comprised large - cap equity ETFs, such as the Guggenheim S&P 500 ® Top 50 ETF (XLG), PowerShares High Yield Equity Dividend Achievers Portfolio (PEY), PowerShares Dividend Achievers Portfolio (PFM), and iShares Morningstar Large - Cap Value E
portfolio comprised large - cap equity ETFs,
such as the Guggenheim S&P 500 ® Top 50 ETF (XLG), PowerShares High Yield Equity Dividend Achievers
Portfolio (PEY), PowerShares Dividend Achievers Portfolio (PFM), and iShares Morningstar Large - Cap Value E
Portfolio (PEY), PowerShares Dividend Achievers
Portfolio (PFM), and iShares Morningstar Large - Cap Value E
Portfolio (PFM), and iShares Morningstar Large - Cap Value ETF (JKF).
Such pricing discrepancies could partially explain the presence of REM (a domestic real - estate fund) and IHI (a domestic medical device fund), in the
reference ETF
portfolio for IMOM.
Markowitz mean - variance optimization and the Sharpe ratio are two
such examples under the umbrella of modern
portfolio theory that
reference variance or standard deviation as a proxy for risk in their formulation.
Securities that are
referenced may be held in my personal
portfolio or
portfolios managed by my employers, its principals, employees or associates, and
such references should not be deemed as an understanding of any future position, buying or selling, that may be taken.
Update your CV, prepare your covering letter, and assemble any supporting documents you may have for you applications
such as
references, a
portfolio, or links to online articles.