Sentences with phrase «underperform on a risk adjusted basis»

Not accounting for the dynamism of relative risks in asset classes means most investors underperform on a risk adjusted basis over the course of the cycle.

Of the 31 funds in tables above, only 7 have underperformed on a risk adjusted basis during the past three years, while 22 have outperformed.

Not exact matches

Individual investors who trade equity options underperform those who do not by a risk - adjusted average of 1 % (2.75 %) per month based on gross (net) returns.

The chart shows that the fund started to underperform on a risk - adjusted basis long before the onset of the financial crisis.

The above historical performance figures from Morningstar indicate that the fund had a higher volatility (expressed as a standard deviation of returns) and underperformed the S&P 500 ® index, its best - fit benchmark, on a risk - adjusted basis (Sharpe Ratio) in both the three - and five - year trailing periods.

To be sure, while focusing on factor and smart beta strategies has historically, over longer periods of time, earned higher risk - adjusted returns relative to the broader market, there have been stretches, even long ones, when factor - based approaches underperformed (think value during the 1990s), according to data accessible via Bloomberg.

One thing that I want to make clear is that this doesn't mean that all multi-asset class portfolios will underperform the S&P 500 Index on a risk - adjusted basis.

Chalmers and Reuter found that the broker clients underperformed the non-advised investors by approximately 2 % per year on a risk - adjusted basis.

The analysis reveals, Large Cap Mutual Funds underperform S&P BSE 100 on a risk adjusted basis over long term (analysis based on data from Jan» 91 - Feb» 17)