Sentences with phrase «weight of the benchmarks»

Investors should remember that the weight of the benchmarks in many countries are often concentrated in a few sectors or a few companies.

Not exact matches

«In the past year, companies repurchasing shares saw an excess weighted cumulative return of -1.9 % relative to the benchmark, while companies not repurchasing shares saw a return of 9.8 % relative to the benchmark,» Birstingl wrote in his quarterly look at buybacks.

Its underlying index selects and weights its bonds by market value, and this method yields a portfolio that aligns well with our benchmark in terms of credit tranches and maturity buckets, with the only notable difference being a slightly lower YTM.

Another potential flaw in the Dow is that it's a price - weighted benchmark, which means that the weight of each stock in the index is a function of only its stock price.

The report compares the weightings of securities in a portfolio with those of its benchmark and can be used to assess the degree of a portfolio's active management.

For comparison, the average TAC of all Financials sector ETF and mutual funds is 1.71 %, the weighted average is 0.72 %, and the ETF benchmark (XLF) has a TAC of 0.15 %.

Barclays U.S. Aggregate Bond Index is a broad - based, market - value - weighted benchmark that measures the performance of the U.S.dollar - denominated, investment - grade, fixed - rate, taxable bond market.

TLH's weighted average maturity is about half of our benchmark.

For comparison, the average TAC of all Industrials sector ETF and mutual funds is 1.31 %, the weighted average is 0.59 %, and the ETF benchmark (XLI) has a TAC of 0.15 %.

Following a January rally, the global commodities complex underwent declines in February before partially recovering in March; for the first quarter as a whole, the benchmark Thomson Reuters CoreCommodity CRB Index (CRB) gained 0.8 % on a price - only basis.1 Among the 19 component commodities tracked by the CRB, advancers had a slight edge over decliners, buoyed by growth in global economies and weakness in the trade - weighted US dollar, which retreated 2.1 %, according to the Federal Reserve's (Fed's) US Dollar Index.1 Aside from robust gains for a host of agricultural products, oil and gold were also among the commodity winners.

The weights of individual oil benchmarks are inferred over history from Statistics Canada's total crude oil production values using the same methodology described above.

They use False Discovery Rate (FDR) to control for data snooping bias, such that 90 % of the equally weighted best rules in FDR - corrected portfolios significantly outperform the benchmark.

This decision has also enabled the fund to outperform its benchmark, the MSCI Emerging Markets Europe 10/40 Index, which still maintained a 46 - percent weighting in Russia as of the end of November.

For comparison, the average TAC of the 16 Industrials mutual funds under coverage is 2.08 %, the weighted average is lower at 1.24 %, and the benchmark, XLI, charges total annual costs of 0.15 %.

For comparison, the average TAC of all Small Cap style mutual funds under coverage is 2.13 %, the weighted average is 1.38 %, and the benchmark (IWN) has total annual costs of 0.28 %.

The fund largely aligns with our benchmark in terms of sector weightings and credit quality.

«After eight years of struggling to outperform the S&P 500, Mike Willis has decided to use the benchmark against itself by equal - weighting all 500 stocks in the index.»

RING is the cheapest fund in the segment, and tracks the same cap - weighted index of global gold mining companies that we chose as our segment benchmark.

In another reduction of alternative indexes that use different valuations and business fundamentals to weight companies, Claymore Advisors is seeking to switch an existing exchange - traded fund to a more traditional market - cap size weighted benchmark.

The only major difference is that I increased the minimum market capitalization to $ 1 billion to better match the size of companies in the S&P 500 equal weight benchmark that I use for these backtests.

We looked at the benchmark weights pre - and post-downgrades — for example, autos went from less than 3 % to nearly 7 %, there was not much of a high - yield financials universe and energy endured some significant downgrades to post some meaningful growth.

For comparison, the average TAC of the 264 Small Cap Value mutual funds under coverage is 2.32 %, the weighted average is lower at 1.59 %, and the benchmark, IWN, charges total annual costs of 0.28 %.

The fund tracks a market - cap - selected and - weighted index that is a subset of our benchmark, excluding small - caps and frontier - market firms.

Its long effective duration, weighted average maturity and yield - to - maturity match those of our benchmark to perfection.

The Small - Cap and SMid - Cap Equity strategies are concentrated strategies that are not managed to a benchmark, so there are material differences in characteristics, such as the number of holdings and sector and industry weightings.

Respondents from this sample were weighted using benchmarks from the Federal Government's Survey of Consumer Finances data.

The argument for these strategies is that weighting by market cap is not the smartest investment solution out there: the top quintile of the S&P 500 by market cap underperforms the average stock by -0.65 % annualized1, and market cap weighting allocates 65 % of the benchmark to those largest names.

As a benchmark, we use the equally weighted and monthly rebalanced combination of all 12 mutual funds (EW).

We consider as benchmarks: an equally weighted portfolio of all mutual funds, rebalanced monthly (EW All); buying and holding VTSMX; and, holding VTSMX when the S&P 500 Index is above its 10 - month simple moving average (SMA10) and Cash when the index is below its SMA10 (VTSMX: SMA10).

He measures the attractiveness of adding anomaly premiums to the benchmark portfolio by comparing Sharpe ratios, Sortino ratios and performances during recessions of five portfolios: (1) a traditional portfolio (TP) that equally weights equity, term and default premiums; (2) an equal weighting of size, value and momentum premiums (SVM) as a basic anomaly portfolio; (3) a factor portfolio (FP) that equally weights all 10 anomaly premiums; (4) a mixed portfolio (MP) that equally weights all 13 premiums; and, (5) a balanced portfolio (BP) that equally weights TP and FP.

To test economic value of findings, we examine a Dynamic Weighted strategy that modifies a benchmark 60 % allocation to SPDR S&P 500 (SPY) and 40 % allocation to iShares Barclays 7 - 10 Year Treasuries (IEF), rebalanced weekly, to 80 % SPY when T - note condition the prior week is Below Lower and 40 % SPY when Above Upper.

With buy - and - hold as a benchmark, they consider three types of rebalancing rules: (1) strict periodic rebalancing to target weights; (2) threshold rebalancing, meaning periodic rebalancing to target weights if out - of - balance by 3 % or more; and, (3) range rebalancing, meaning periodic rebalancing to plus (minus) 3 % of target weights if above (below) target weights by more than 3 %.

In addition, these funds must invest at least 50 % of their non-cash assets in income - generating securities such that the 3 - year weighted average yield on the equity component of the fund's portfolio is at least 1.5 times the average yield of the Canadian Equity Fund benchmark, defined as the S&P / TSX Equity Index.

For this study, the team used the average daily intake of the breastfeeding baby, around 150 millilitres of milk per kilo of weight, as a benchmark.

To give you a benchmark, here are the values from the 25th percentile to the 75th percentile for weight and height — meaning that half of kids fall within these ranges.

The governor's push to increase the weight of test scores upset the teachers» unions and many parents, and was considered a factor when 20 percent of students sat out state math and reading tests — which had been aligned with the Common Core national benchmarks — this year.

The Academy has 20 + workouts for both bodyweight or weight training, a benchmark test to determine your starting workout, HD demonstrations of every movement, boss battles so you know when you to level up your routine, meal plans, a questing system, and supportive community.

Released in the first week of December, the Programme for International Student Assessment (PISA) report has highlighted issues in education outcomes for Australian students (tested at Year 9), adding to the weight of other benchmarking reports released recently.

We speak of them as a system of weights and measure, as benchmarks to which schools must adhere.

In far too many schools, these subjects have been crushed beneath the heavy weight of the concrete (benchmarks), asphalt (standardized tests), and steel (adequate yearly progress) that make up the bulk of the curriculum superhighway.

«Education leaders often talk about standards as if they are a system of weights and measures — the word «benchmarks» is used promiscuously as a synonym for standards.

Improved aerodynamics and a dainty curb weight of less than 2,000 pounds helped it achieve those benchmarks.

Thanks to an intelligent lightweight design concept boasting weight savings of up to 100 kilograms, excellent aerodynamics and new, economical engines, the C - Class establishes new benchmarks in its class.

The 1750 Turbo Petrol engine is teamed with the Alfa TCT twin dry clutch transmission, which is a genuine benchmark in the category due to its limited weight and extreme speed of activation.

Despite the benchmark consumption, Suzuki says its 76.4 kW / tonne power - to - weight ratio eclipses that of the Trax (75.1) and Dualis (73.2), against which it was benchmarked, although the ASX tops the list at 81.2 kW / tonne.

Despite the Patrol's tremendous 2735 kg kerb weight, our independent testing showed it capable of covering the 0 - 60 km / h sprint in just 3.5 seconds, and the benchmark 0 - 100 km / h sprint in an impressive 7.8 seconds.

The 1750 Turbo Petrol engine is teamed with the innovative Alfa TCT automatic twin dry clutch transmission, which is a genuine benchmark in its segment due to its limited weight and extreme speed of activation.

Making use of an electronic wastegate for each turbocharger for faster response as well as more precisely varying vane positioning, the single - scroll turbocharger design allows for the use of smaller turbos to reduce weight and improve packaging, while still meeting power and performance benchmarks.

Active Share is calculated by taking the sum of the absolute value of the differences of the weight of each holding in the manager's portfolio and the weight of each holding in the benchmark index and dividing by two.

This morning's Wall Street Journal offered a partial explanation for the failure of most active managers to outperform their cap - weighted index benchmarks in 2014.