Sentences with phrase «underperformed over the full period»

PB was a notable laggard at the beginning of the data, and slightly underperformed over the full period, but the composite was the better bet only 36 percent of the time.

Not exact matches

The composite, which selects portfolios by equally weighting the PE, PB and PCF ratios, delivers a performance over the full period that beats out PE and PB, and slightly underperforms PCF on a compound basis.The composite ratio generates an average annual return that beats out PCF, and PE, but slightly underperforms PB.

Though the value decile outperformed over the full period, it only outperformed the market in 3 out of 7 years, which means that the value decile underperformed the Russell 3000 more than half the time.

All the returns are improved, but the strategies continue to underperform the simple buy - and - hold strategy over the full period.

While the PCF ratio delivered the better return over the full period, it underperformed the combo in 58 percent of rolling 10 - year periods.

The other strategies underperformed to the extent that they remained out of the market: The strategy that kicked into cash at the mean returned 13.4 percent yearly, the strategy that kicked into cash at one standard deviation above the mean returned 18.15 percent yearly, and the strategy that kicked into cash at two standard deviations above the mean returned 19.36 percent compound over the full period.