Sentences with phrase «than the benchmark portfolio»

Not exact matches

Let's look at the costs of an actively managed portfolio designed by a financial advisor to provide higher returns with lower volatility than the corresponding benchmark.

a) investing their own money alongside you, so your interests are aligned b) a stake in the company they work at i.e. it is a partnership or employee - owned c) a proven ability to outperform an index over the long - term (at least 10 years) d) reasonable charges — preferably no more than a 1 % management fee and no performance fee e) a concentrated, high conviction portfolio i.e. they do not just hug their benchmark f) a low - asset - turnover ratio i.e. they have a long - term investment horizon and rarely sell investments g) a proven ability to preserve capital during the bad times h) a stable team who have worked together for a number of years.

Clearly 1500 > 500, he wasn't picking shares from his benchmark's universe, and if I were a betting man I'd bet that much of his outperformance can be explained by portfolio theory rather than stockpicking.

In my personal portfolios (and my benchmark Sleepy Portfolio), I have allocated 5 % of the total value to REITs but don't have a good rationale for that specific number (other than it is the minimum allocation to any asset class in the poPortfolio), I have allocated 5 % of the total value to REITs but don't have a good rationale for that specific number (other than it is the minimum allocation to any asset class in the portfolioportfolio).

Though less concentrated than our benchmark, around half of PBJ's portfolio is in its top ten holdings.

A Beta greater than 1 suggests the portfolio has historically been more volatile than its benchmark.

This benchmark would be closer to your DGI portfolio than the S&P 500 index.

To what degree, for example, is a portfolio cheaper than its benchmark, or more tilted toward high quality stocks?

Despite its broader scope, KOL's portfolio holds fewer securities than our benchmark, and these omissions lead to very different geographical exposure.

Across the portfolio, CMO schools perform somewhat better in math than in reading, when benchmarked against their local peers on state assessments.

As such, these portfolios will be benchmarked against the S&P 500 Index rather than the S&P / TSX Composite Index (which is a measure of the Canadian stock market).

My portfolio is almost always going to be different than the S&P; 500 as it is made up of asset classes that are built to be different than the benchmark.

The fund is up an average of 9 % a year over five years, better than 99 % of its foreign large - value peers... The goal is to offer investors broad exposure to international markets, but in a portfolio that doesn't simply mimic its benchmark, the MSCI EAFE Index.

Let's look at the costs of an actively managed portfolio designed by a financial advisor to provide higher returns with lower volatility than the corresponding benchmark.

An extremely overdiversified active fund manager is called a closet indexer: he or she holds a portfolio that closely resembles the benchmark, while charging fees that can be 20 times higher than an index fund.

The first is by adjusting maturities — that is, by selecting a portfolio of bonds with shorter or longer terms than the benchmark.

Since the fund's inception, it has recorded an annualized return of 10.63 % through the end of last year, beating the benchmark portfolio of 60 % global stocks and 40 % global bonds by more than 250 basis points a year.

Eight of the 60/40 SPY / multisector bond fund combinations had a higher seven - year performance than the benchmark 60/40 portfolio, but in all but one case they experienced larger losses in 2008 and higher volatility.

In my personal portfolios (and my benchmark Sleepy Portfolio), I have allocated 5 % of the total value to REITs but don't have a good rationale for that specific number (other than it is the minimum allocation to any asset class in the poPortfolio), I have allocated 5 % of the total value to REITs but don't have a good rationale for that specific number (other than it is the minimum allocation to any asset class in the portfolioportfolio).

Even portfolios that are perfectly indexed against a benchmark behave differently than the benchmark, even though this difference on a day - to - day, quarter - to - quarter or year - to - year basis may be ever so slight.

If we expect interest rates to rise, we will create a portfolio with a duration which is shorter than the benchmark's duration.

Insurable — a mortgage transaction that is portfolio - insured at the lender's expense for a property valued at less than $ 1MM that fits insurer rules (qualified at the Bank of Canada benchmark rate over 25 years with a down payment of at least 20 %).

This benchmark would be closer to your DGI portfolio than the S&P 500 index.

The «alpha» or excess return above the benchmark index, is the component of a portfolio's performance that arises from the fact that a expert investment strategy selects better performing stocks than those available in the benchmark index.

Preferred shares are a unique asset class, and as mentioned above require a lot more maintenance than a portfolio benchmarked to the S&P 500.

Risk management, with respect to the Fund's portfolio, should focus on avoiding losing money, rather than minimizing tracking error against the benchmark

Depending on the goal of the portfolio, it may also be the intention to invest in less volatile assets than the benchmark is invested in.

If we assume that the risk - free rate is a 3 - month US Treasury (10 - year US Treasury is also common) and equal to 1.50 %, the portfolio beta is 1.60 (60 % more systematic risk or volatility than the benchmark), the benchmark has returned 10 % annualized, and the portfolio return is 20 %, we have:

I agree especially since other indexes have been outperforming the S&P for the last several years, which when used as a benchmark, makes the portfolio look like it performed better than it actually did.

You'd almost think that losing money, trailing the benchmark and having higher - than - normal volatility would serve as automatic brakes limiting the size of the portfolio.»

Although these average returns may not accurately represent the holdings in VTSMX or your replicated portfolio and the average returns statistics for each market cap may represent slightly different holdings than those of the Vanguard funds, these nuances don't pose a problem in this example because I'm using the same benchmark to estimate the returns on VTSMX and the replicated portfolio.

Coincidentally, our conservative portfolio had the exact same return as our Vanguard Star fund benchmark, which is riskier than our conservative model portfolio.

The Vanguard STAR fund benchmark was also up 1.4 % in November matching our Aggressive portfolio exactly, however, in down markets we're generally falling less than this total portfolio fund, mostly because of our short positions and longer - duration bond holdings.

Our research on the Fundamental Index ® concept, as applied to bonds, underscores the widely held view in the bond community that we should not choose to own more of any security just because there's more of it available to us.10 Figure 9 plots four different Fundamental Index portfolios (weighted on sales, profits, assets and dividends) in investment - grade bonds (green), high - yield bonds (blue) and emerging markets sovereign debt (yellow).11 Most of these have lower volatility and higher return than the cap - weighted benchmark (marked with a red dot).

Benchmarking 219 buildings in ENERGY STAR Portfolio Manager ®, representing more than 79 million square feet of space.