Sentences with phrase «volatility holdings of the fund»

Not exact matches

Those stocks also tend to hold up better in periods of volatility, when hedge funds often sell their large - cap stocks to boost their own liquidity.

We purchased several new names during the quarter, including Glencore as well as some previous holdings of the Fund, such as Bureau Veritas (France), Nomura (Japan), Omron (Japan) and Swatch Group (Switzerland), that we were able to repurchase due to fundamental changes or price volatility.

If your skittish about market volatility, hold greater percentages of bond funds and lesser amounts of stock funds.

By holding your funds in fiat, you can minimize the volatility of your balance, as fiat currencies are generally less volatile than cryptocurrencies.

Investors who have a longer time horizon and are willing to embrace more risk or volatility in their portfolio in exchange for the possibility of a higher return would select a fund with a higher equity holding — say LS80 or even LS100.

While a comparison of rolling returns assesses average relative performance over typical holding periods, it does not take the fund's volatility or exposures into account.

A comparison of rolling returns, which determines relative gains or losses of the fund over typical holding periods, does not adjust for the fund's volatility or exposures.

Regardless of any underperformance low - volatility funds may have in the short term, investors need to be willing to hold onto them for years, said Morningstar's Bryan.

The last of these positions suggests that, on average, the fund held a substantial portion of its assets in fixed - income securities, which lowered its volatility.

While a comparison of rolling returns over simulated holding periods is instructive, it does not adjust for the fund's volatility or exposures to various factors.

The fund is characterized by a relatively low volatility of returns and held up well in the last major market downturn in 2008.

Because of their potential longer - term benefits, it's worth considering minimum volatility funds as core holdings.

Increased volatility means the value of your fund holdings could rise or fall dramatically at any time.

Among the main risks affecting the funds, ProShares warns of inherent volatility associated with futures markets as well as the risk of holding speculative short positions in the portfolios, which could expose the investor to losses.

Like market volatility, fluctuations in the value of the Canadian dollar can have an impact on the returns of mutual funds holding foreign securities, such as U.S. equities.

The most interesting take away for me, given the talk of a low volatility bubble, is that «If you look at the constituent holdings of the S&P 500, min - vol funds hold far less than 1 % (0.2 %, in fact) of the underlying holdings.»

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.

A comparison of rolling returns over typical holding periods does not take into account the fund's exposures or volatility.

The fund consists of 100 holdings which have had the lowest volatility over the past 12 months.

As you can see, JNJ sports a very low beta of 0.48, making it a great primary holding for a fund trying to reduce volatility.

Investors have been piling into the types of companies held in these lower volatility funds.

The performance of an exchange - traded fund may vary from the market index it attempts to replicate due to market volatility, transaction costs, valuation differences, differences between the assets held in the exchange - traded fund's portfolio relative to the market index, and other factors.

A recent study found that U.S. stock funds with yields over 2 % (meaning they hold mostly dividend stocks) had an average three - year annualized standard deviation (a measure of volatility) of three percentage points less than stock funds yielding less than 2 %.

These funds are used for a variety of purposes, including superior returns versus money market funds, as temporary deposits for investment capital and as defensive holdings during times of high market volatility.

Although the fund's historical standard deviation was similar to that of the ETF implementing its primary benchmark (IWD), the fund's concentrated portfolio (top ten holdings constitute over 44 % of total assets) may result in a higher volatility in the future.

Although the fund recently held just 22 stocks, it tempers volatility by holding large amounts of cash when it can't find attractive opportunities.

Because there are many companies in one fund, mutual funds are more diversified than holding individual stocks, but they are still made up of equities and are subject to market volatility just like individual stocks.

That metric is used to indirectly identify the volatility of the stocks that the fund holds.

Since inception, the Thornburg Global Opportunities Fund added a significant amount of value of a risk - adjusted basis but at the expense of an elevated volatility due to concentrated holdings.