Sentences with phrase «volatility portfolio actually»

I'm sure you're probably thinking that the difference between a 14.85 % portfolio volatility and a 14.71 % volatility is negligible, especially considering that the higher volatility portfolio actually outperformed on a pre-dividend basis.

Not exact matches

«Folks may have an inclination to do drastic things in portfolios to insulate themselves from higher volatility when in fact we think the backdrop would actually portend the exact opposite,» Mills told CNBC's «Futures Now» in a recent interview.

The long - run return from foreign - exchange hedging before costs arguably is zero, so a disciplined portfolio that rebalances can actually benefit from that greater volatility.

This can actually lower the total portfolio's volatility.

As pension funds, hedge funds and mutual funds recovered from the crisis, traders, portfolio managers and treasurers said in interviews with Global Finance that their exposure to derivatives is actually increasing as a means of hedging against further volatility in the markets.

«We pay no heed to the day - to - day volatility of our portfolio, and actually prefer the prices of our stocks drop and drop until our portfolios are full up.»

While tracking error volatility makes sense and is easy to calculate, it only infers what the manager is doing in the portfolio and does not actually look at the underlying holdings.

It is invested primarily in the credit market, not so much in government bonds because government bond yields are so low, but we're looking for absolute returns even if interest rates go up, so some of the portfolio, a significant piece of it actually, is floating rate, so if interest rates go up, you just get higher cash flows, which will support higher returns, and the rest of the portfolio is in relatively short maturity bonds, which will have some price volatility and if there's bad market conditions, will have temporary losses, so the goal is to offer something that is absolute returns.

It may look like you beat the market, but if the volatility of your portfolio was double that of the market, the market actually beat you.

It is highly questionable whether further stock portfolio refinements will actually ever yield better future results in term of either lower volatility or higher returns.

In fact, there's evidence that adding currency diversification actually lowers the volatility of a portfolio — at least for Canadian investors.

Bonds prices fluctuate less than currency movements, so if you don't use hedging you will actually increase the volatility of your portfolio without increasing your expected return.

Whether you're simply being prudent by doing some advance planning or you're concerned that the recent market volatility is a prelude to an imminent crash, you're right to start thinking about how to transition your portfolio to a more conservative stance well before you actually retire.

Unfortunately, it wasn't'til late - 2016 / early - 2017 I finished off building / averaging in to most of these new holdings, so only recently have I finally been able to express this overall portfolio thesis in terms of individual stock write - ups — my rash of posts re Applegreen (APGN: ID), Record (REC: LN)(which was actually the new Volatility allocation I mentioned in this Aug - 2016 post), and Alphabet (GOOGL: US)(Company D in this Jan - 2016 post) are good examples.

Similar to high school chemistry, this piece discusses the concept of combining two risky asset classes, commodities and equities, to actually reduce overall portfolio volatility.

The somewhat surprising part is that adding a most volatile asset class like commodities to a lower volatility equities portfolio can actually reduce the equity portfolio's volatility.

As a result, it's really not so clear how the Alpha & Beta portfolios actually stack up in terms of respective volatility / return.