Sentences with phrase «underperformed in rising markets»

Low Volatility equity strategies have generated their long - term outperformance in part by mitigating losses in down markets; the price of this loss mitigation is that low vol strategies underperformed in rising markets.

Not exact matches

The HAGI Top index from the Historic Automobile Group International, which tracks the market for classic cars, rose by a tepid 2.21 percent in the year to July, underperforming the S&P 500.

However, during periods of market turbulence, defined as the top quintile of monthly changes in the VIX (corresponding with about a 15 % or greater rise in the spot VIX Index), momentum underperformed quality by approximately 40 bps per month.

The eighth sure thing was that, with non-U.S. developed market and emerging market economies generally growing at a slower pace than the U.S. economy (and with many emerging markets hurt by weak commodity prices, slower growth in China's economy, the Fed tightening monetary policy and a rising dollar), international developed market stocks would underperform U.S. stocks in 2017.

For example, while managed futures as an asset class have generally underperformed stock and bond markets in their current bull market, if one compares the rolling 12 month returns of various asset classes (bonds, hedge funds and managed futures) against the S&P 500 from 1994 to 2014, managed futures as an asset class rose when the S&P 500 declined.

Timing should produce smaller loses in major market declines and underperform buy - and - hold in rising markets.

Finally, we have underperformed this roaring bull market for the same reasons we always do: we remain risk averse value investors and will never own what we perceive to be expensive stocks in the hope that they could somehow rise even higher.

Most investors (professional and non) significantly underperform the market, a fact that has given rise to one of the most popular arguments in favor of passive index investing.

Warren Buffett Video In this CNBC video on 4th March Warren Buffett discusses the Heinz deal, the propensity for Berkshire stock to underperform the S&P in a rising market and how he would repurchase Berkshire shares up to 120 % of book valuIn this CNBC video on 4th March Warren Buffett discusses the Heinz deal, the propensity for Berkshire stock to underperform the S&P in a rising market and how he would repurchase Berkshire shares up to 120 % of book valuin a rising market and how he would repurchase Berkshire shares up to 120 % of book value.

As a result, the Fund may suffer losses or underperform other funds with the same investment objective or strategies, even in a rising market.

The strategy works well in flat or declining markets, but in secular bull markets where stock prices rise rapidly, the products mentioned above can underperform.

The covered call strategies will underperform the market in markets that rise rapidly.

In fact, investors are given a warning that in rising markets the company is likely to underperforIn fact, investors are given a warning that in rising markets the company is likely to underperforin rising markets the company is likely to underperform.

The chart shows the S&P 500 equal weighted index outperformed in a rising market and underperformed in a falling market.