Sentences with phrase «volatility of the portfolio significantly»

As could be expected, volatility of the portfolio significantly increased during the financial crisis.

Not exact matches

As you can see when looking at the other asset allocations, adding more fixed income investments to a portfolio will slightly reduce one's expectations for long - term returns, but may significantly reduce the impact of market volatility.

If you assume that a diversified portfolio of US Stocks, International Stocks, Small Capitalization Stocks, and some Bonds will significantly increase returns and reduce volatility you may be surprised to learn, that recently the stock funds are quite highly correlated.

When we compare the 8 ETF portfolio to a 50/50 portfolio consisting of 50 % SPY and 50 % AGG, we see that the Permanent 8 portfolio significantly outpaced a 50/50 portfolio since 2008 with about the same volatility:

My expectation was that the portfolio drawdown and volatility would be reduced, since the «Permanent ETF Portfolio» had a drawdown of -26.52 % (still significantly better than SPY's 51.88 % over the same period) and volatility oportfolio drawdown and volatility would be reduced, since the «Permanent ETF Portfolio» had a drawdown of -26.52 % (still significantly better than SPY's 51.88 % over the same period) and volatility oPortfolio» had a drawdown of -26.52 % (still significantly better than SPY's 51.88 % over the same period) and volatility of 12.1 %.

When we compare the 8 ETF portfolio to a 50/50 portfolio consisting of 50 % SPY and 50 % AGG, we see that the Permanent 8 portfolio significantly outpaced a 50/50 portfolio since 2008 with about the same volatility:

An analysis of volatility portfolio performance of common stock on the major US exchanges from 1968 to 2015 shows low volatility stocks deliver significantly higher excess returns.

The fund significantly underperformed its reference ETF portfolio in terms of both a lower cumulative return and higher volatility.

The ETP significantly underperformed its reference ETF portfolio in terms of both the cumulative return and volatility.

Though static allocation of VIX futures can reduce portfolio volatility and offer downside protection compared with the broad - based, unhedged S&P U.S. High Yield Corporate Bond Index, it can drag down portfolio performance significantly, due to the high cost of rolling VIX futures.

The portfolio of half Canadian and half US stocks returned more than that average — about 10.3 % — and with significantly lower volatility than either of the two countries individually.

Between 1970 and 2016, a portfolio of half Canadian and half U.S. stocks showed significantly lower volatility than either of the two countries individually.

The volatility of the reference portfolio, at about 22 %, was significantly lower than that of the fund.