Sentences with phrase «tilt sector weights»

Not exact matches

Three factors: issue selection (including investment decisions on seniority / subordination, covenant protection, maturity, and bond versus CDS exposures), sector weighting, and quality tilt typically contribute the majority of any excess returns relative to the benchmark.

Constituents are weighted by score - tilted market cap, subject to security and sector constraints such that the weight of each security is between 0.05 % and the lower of 5 % and 20 times its float - adjusted market - cap weight in the eligible universe, and the maximum weight of any given GICS sector is 40 %.

Furthermore, one fund might be tilted towards a particular sector or a group of stocks, while another one might not follow a traditional market capitalization - weighted index at all.