Sentences with phrase «volatility than a strategy»

Not exact matches

Pamela investigated more than 450 financial strategies seeking an alternative to the risk and volatility of stocks and other investments, which led her to a time - tested, predictable method of growing wealth now used by more than 500,000 Americans.

While not all bets have paid off — his global macro strategy suffered amid currency volatility in 2014 — Shiff says he ends up losing less in down markets than pure equity managers do.

Note that this is different than our ETF trading strategy, which is slower - paced and lower - volatility.

Dollar cost averaging is an investment strategy designed to reduce volatility in a portfolio by purchasing an investment in fixed increments, rather than all at once.

While options that are 5 - 10 % out of the money will have less value than those that are just slightly out of the money, the higher volatility should make the puts valuable enough to make the strategy worthwhile.

The iShares Minimum Volatility ETFs may experience more than minimum volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be sVolatility ETFs may experience more than minimum volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be svolatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be svolatility will be successful.

The size of US equity holdings held by volatility - targeting investment strategies may be larger than $ 0.5 trillion today.

Do strategies that seek to exploit return volatility persistence by adjusting stock market exposure inversely with recent market volatility relative to some target (including exposures greater than 100 %) produce obvious benefits for investors?

Yet, more than $ 2 trillion remains in the hands of financial - engineering strategies pegged to low volatility, including volatility - control funds, risk parity, risk premia, and long - equity - trend following.

Given all the algorithmic strategies that proliferated due to low volatility, we fear it might come sooner than later, and with greater violence than most anticipate.

The long / short strategy generated excess returns of 45 basis points per month, 50 % higher than the 31 basis points per month generated by the unconditional quality strategy, despite running at lower volatility (10.4 % as opposed to 12.2 %).

The long / short strategy based on the joint quality and value signal generated excess returns of 61 basis points per month, twice that generated by the quality or value signals alone and a third higher than the market, despite running at a volatility of only 9.7 %.

With corporations eliminating more than 84,000 pension plans since 1985, over a decade of unprecedented and ongoing market volatility, a Social Security system that has over 2,000 filing rules and a government agency prohibited from dispensing advice, the ability to offer expertise on the topic of when and how to develop a Social Security filing strategy is paramount to helping retirees remain financially viable throughout retirement.

The strategy that Paulson described as giving investors much lower volatility than the stock market fell almost 50 % in 2016, a year in which stocks rose double digits.

Volatility Trading: Speculative strategies designed to benefit from changes in market price based on volatility, rather than market Volatility Trading: Speculative strategies designed to benefit from changes in market price based on volatility, rather than market volatility, rather than market direction.

While covered - call strategies appear to promise «a free lunch» of increased returns with less risk, investors who care about more than the volatility of returns will not find this an efficient strategy.

Once you understand this strategy, you'll appreciate why the iShares MSCI Canada Minimum Volatility (XMV) looks a lot more like a broad - market Canadian equity ETF than its counterparts, the BMO Low Volatility Canadian Equity (ZLB) and the PowerShares S&P / TSX Composite Low Volatility (TLV).

The same strategy I back - tested, produced a much greater downside deviation (a measure of the volatility of negative returns) than the index.

Minimum volatility fund (s) may experience more than minimum volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be successful.

Not only does covered call writing (especially the 3mo - 1mo strategy) earn a higher return versus the buy - and - hold index portfolio, but it benefits from lower volatility than the index.

Do strategies that seek to exploit return volatility persistence by adjusting stock market exposure inversely with recent market volatility relative to some target (including exposures greater than 100 %) produce obvious benefits for investors?

A study Barry Feldman and Dhruv Roy, cleraly shows the BXM Index (CBOE S&P 500 BuyWrite Index), a benchmark for an S&P 500 - based covered call strategy, had slightly higher returns and significantly less volatility than the S&P 500 over a time period of almost 16 years, despite the fact that covered calls have a truncated upside in the short term.

Using a disciplined investment process and diversified strategies, we seek to generate consistent above benchmark returns with lower than average volatility

There are risks involved with dividend yield investing strategies, such as the company not paying a dividend or the dividend being far less than what is anticipated, as well as market risk, price volatility, liquidity risk, risk of default, and risk of loss.

Today's strategy looks for U.S. stocks that can better weather volatility than the general U.S. market (as measured by the S&P 500 Total Return Index).

Low beta or low volatility strategies have lower absolute risk than the market, but typically come at the cost of higher relative risk and low vol strategies tend to have higher tracking error, which represents the risk that the strategy deviates from the market for extended periods of time.

Risk premia harvesting strategies are based on the premise that over time implied volatility trades higher than what is actually realized in the underlying market.

The iShares Minimum Volatility ETFs may experience more than minimum volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be sVolatility ETFs may experience more than minimum volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be svolatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be svolatility will be successful.

Low beta or low - volatility strategies have lower absolute risk than the market, but typically come at the cost of higher relative risk.

Jaffe asked about concentration and volatility risk and Hyman replied that in fact, SMDV's dividend growth strategy has made it less volatile than the overall small - cap market.

The minimum - variance strategy had a significantly lower information ratio and a lower incidence of outperformance in bullish and recovery markets, similar to, but less defensive than, the single low - volatility strategy.

Arguments against the long - term strategy state that investors forsake gains by riding out volatility rather than locking in gains, essentially timing the market.

Our stylized portfolios that blend six factors (volatility, value, quality, size, momentum, and dividend yield) with four different strategies (marginal risk contribution, minimum variance, Sharpe - ratio weighted, and equity weighted) demonstrated higher risk - adjusted returns than the S&P 500 ®, with a lower tracking error than most single - factor strategies (see Exhibit 1).

● The fund may experience more than a minimum level of volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be successful.

The long / short strategy generated excess returns of 45 basis points per month, 50 % higher than the 31 basis points per month generated by the unconditional quality strategy, despite running at lower volatility (10.4 % as opposed to 12.2 %).

It managed this active return with a market tracking error volatility of only 5.9 %, realizing an information ratio of 0.63, much higher than the information ratio of 0.42 realized on the tracking error of the unconditional long - only value strategy.

The strategy returns and volatility are below, slightly better than the returns of the 1x short leveraged strategy but at much higher volatility:

One of the objectives of low volatility strategies is to provide higher risk - adjusted returns than their respective benchmarks over the long run, primarily by reducing drawdowns during market downturns.

It is well established that low volatility strategies deliver higher risk - adjusted returns than the broad - based, market - cap - weighted benchmark over a long - term investment horizon.

AAPL is down 1.2 % for the year so far (including the 2 dividends since the start of the year), but our 12 % / year strategy is up 3.2 % year to date, and our 24 % / year strategy is up 3.8 % year to date, and they've done so with considerably less volatility than buy - and - hold.

Low volatility strategies tend to go down less than the market, thereby offering downside protection while providing a degree of upside participation in an up market.

Yet, more than $ 2 trillion remains in the hands of financial - engineering strategies pegged to low volatility, including volatility - control funds, risk parity, risk premia, and long - equity - trend following.

So while you could end up with a larger nest egg by stinting on saving but shooting for higher returns than by investing less aggressively and saving more, you could also end up with a smaller one if the increased volatility that comes with a more aggressive investing strategy works against you and returns come in lower than expected.

The Hartford Multifactor Low Volatility International Equity ETF and Hartford Multifactor Low Volatility US Equity ETF may experience more than a minimum level of volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be sVolatility International Equity ETF and Hartford Multifactor Low Volatility US Equity ETF may experience more than a minimum level of volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be sVolatility US Equity ETF may experience more than a minimum level of volatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be svolatility as there is no guarantee that the underlying index's strategy of seeking to lower volatility will be svolatility will be successful.

Can be especially effective in a rising rate environment, offering a lower volatility of principal and more stable returns than those of a longer - term short duration strategy

«CLIX's 50 % net exposure to the equity markets may result in less volatility than typical long - only equity strategies.»

Despite continued volatility in equity markets, most hedge fund strategies performed better in March than they did in February.

(The only reward available for selection strategies is in fact a penalty, since holding either stock entails more volatility than holding both.)

Given that we have gone through 2 nasty bear markets since 2000, the hedged portfolio shows slightly better returns since inception but with much lower volatility than the long only strategy and has not had a down year in the past decade:

Why: In 2015, low - volatility strategies more than lived up to expectations, particularly for Canadian equities where the tumultuous loonie and falling oil prices have added to market volatility.