Sentences with phrase «traditional equity market indexes»

They contain most of the same stocks found in the traditional equity market indexes, but the weights of the stocks in these new indexes differ materially from their weights in capitalization - weighted indexes.

Not exact matches

«The market is fragmented and inefficient, and traditional indexes are poorly designed,» he said, but he added that higher - fee active bond funds run into the same problem as active equity funds.

Oxford Review of Finance 2016, 20 July 2015, pp. 1081 - 1106; Fundrise White Paper, «Why Private Markets Outperform Traditional Publicly - Traded Stocks & Bonds,» May 16, 2017; Cambridge Associates» 2016 Q1 US Private Equity Index; and Wall Street Journal, «Calpers Is Sick of Paying Too Much for Private Equity,» April 16, 2017

While IUL policies can boost the performance of your cash account over that of traditional UL, the restrictions on how much you can benefit from market movements in the form of cap and participation rates should be studied carefully when considering a purchase of IUL, given their potential to limit the growth of these equity indexed accounts.

They focus on net fund alphas, meaning after - fee returns in excess of the risk - free rate, adjusted for exposures to three kinds of risk factors well known at the start of the sample period: (1) traditional equity market, bond market and credit factors; (2) dynamic stock size, stock value, stock momentum and currency carry factors; and, (3) a volatility factor specified as monthly returns from buying one - month, at ‐ the ‐ money S&P 500 Index calls and puts and holding to expiration.

The earliest and most widely adopted forms of smart beta have been equity index portfolios that are weighted by factors such as price to earnings or dividend yield, rather than by traditional market capitalization.

Designed to provide equity exposure to developed markets (ex-US) with potentially less volatility over a complete market cycle than traditional capitalization - weighted indices

Designed to provide equity exposure to global small cap markets with potentially less volatility over a complete market cycle than traditional capitalization - weighted indices

Executive Summary This article was published in 2011 in response to the growing popularity of passive equity investing strategies claiming to offer higher risk - adjusted performance than traditional market - cap - weighted indices.