Sentences with phrase «weighted average portfolio»

Prior to 8/19/13, Fund employed a strategy of investing in fixed - rate bonds with a dollar - weighted average portfolio duration of between three and nine years.

Now, relative to the standard deviation of returns the weighted average portfolio did well.

The fund's principal investment strategy is to normally invest at least 80 % of the fund's assets in investment - grade debt securities that have a dollar - weighted average portfolio maturity of 18 months (one and a half years) or less.

Not exact matches

The Near - Term Tax Free Fund will maintain a weighted - average portfolio maturity of five years or less.

We notice that the equal - weighted portfolio averages a 3.98 % return in January across the 30 years, 3.11 % above the value - weighted portfolio, while there is no dramatic difference for the rest of the year.

The weighted harmonic average of closing market price divided by the most recent reported book value for each security in the fund's portfolio as calculated for the last twelve months.

Data shown is a weighted average of the bond funds held in the fund's portfolio.

Portfolio has a weighted average maturity over 10 years.

The following chart, taken from the paper, depicts the average asset mixes of self - directed and advised investors based on equal weighting of individual portfolios.

Since I started my blog I asked myself, every year the same question about my Vrijheid Fonds, «What is my portfolio's weighted average dividend growth rate?»

The weighted average of the MERs charged by the component ETFs works out to about 21 basis points per year, which means the Sleepy Portfolio costs about $ 275 every year or about 75 cents a day — less than half the cost of a large double - double these days.

For the quarter, the average energy stock increased two to three times as much as the S&P did, and our portfolio wasn't as heavily weighted in those stocks.

For a mutual fund portfolio, the ratio is the weighted - average P / E of the stocks the fund holds.

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).

We focus on gross compound annual growth rate (CAGR), gross maximum drawdown (MaxDD) and rough gross annual Sharpe ratio (average annual return divided by standard deviation of annual returns) as key performance statistics for the Top 1, equally weighted (EW) Top 2 and EW Top 3 portfolios of monthly winners.

For benchmarks, they consider the value - weighted market portfolio (VW), the equal - weighted market portfolio (EW), the minimum variance portfolio (MVP) and a maximum Sharpe ratio portfolio based on 5 - year moving average actual returns (HIST).

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.

Keep in mind that it's very impractical to have a portfolio with a weighted average dividend yield above 4 - 5 %.

Expected return is calculated as the weighted average of the likely profits of the assets in the portfolio, weighted by the likely profits of each asset class.

Portfolio variance is calculated by multiplying the squared weight of each security by its corresponding variance and adding two times the weighted average weight multiplied by the covariance of all individual security pairs.

The fund had top - four equivalent positions in the iShares S&P 500 Growth ETF (IVW; average weight of 23.8 %), iShares S&P Mid-Cap 400 Growth ETF (IJK; 23 %), PowerShares Dynamic Market Portfolio ETF (PWC; 21.2 %), and iShares Morningstar Mid-Cap Growth ETF (JKH; 6.8 %).

In 2013, the reference portfolio continued to be dominated by the iShares Morningstar Large - Cap Growth ETF (JKE; average 12 - month weight of 51.3 %), iShares Morningstar Mid-Cap Growth ETF (JKH; 14.4 %), Vanguard Health Care ETF (VHT; 10.0 %), and PowerShares QQQ ™ ETF (QQQ; 5.4 %).

(It may seem that the portfolio is up 10 %, since 15 % — 5 % = 10 %, but it is the weighted - average of the returns that determines the portfolio return: (1/2)(15 %) + (1/2)-LRB--5 %) = 7.5 % — 2.5 % = 5 %, or alternatively for this simple case (15 % — 5 %) / 2 = 5 %).

In an equal weight portfolio these expense ratios average.20 %.

His portfolio was worth about $ 138.4 thousand at the end of 2016 and his average money - weighted return was 5.21 % per year.

Her portfolio grew to about $ 1.69 million from 2003 to 2016 and her average money - weighted return was 7.71 % per year.

But, by the end of 2016, her portfolio was worth only about $ 107.6 thousand and her average money - weighted return was 5.57 % per year.

The fund invests principally in investment - grade, tax - exempt securities with an average dollar - weighted portfolio maturity of three years or less.

Price / Book Ratio: The price / book (P / B) ratio of a fund is the weighted average of the price / book ratios of all the stocks in a fund's portfolio.

Weighted Average Beta: Weighted average beta equals a stocks beta times its portion of a porAverage Beta: Weighted average beta equals a stocks beta times its portion of a poraverage beta equals a stocks beta times its portion of a portfolio.

In light of these changes to the portfolio mix and the resultant weighted average rating factor, the Manager understands that the units of the Fund have been downgraded to «BBBf» by Standard and Poor's.

An equally - weighted portfolio of our universe of TSX - listed stocks with P / E ratios of less than 15, rebalanced monthly, gained an average of 13.8 % per year over the 20 - year period.

And would find for this situation, this hypothetical portfolio pays an account - weighted average expense ratio of 0.03 % - lower than any fund you will find today, passive or not.

Having said that, «the scheme portfolio will have a weighted average market - cap substantially lower than the permitted threshold.»

The fund had major equivalent positions in the iShares 7 - 10 Year Treasury Bond ETF (IEF; average weight of 28.8 %), iShares MSCI Emerging Markets ETF (EEM; 16.6 %), iShares MSCI Hong Kong ETF (EWH; 10.4 %), iShares MSCI Singapore ETF (EWS; 9.3 %), PowerShares Dynamic Market Portfolio (PWC; 7.7 %), and iShares Latin America 40 ETF (ILF; 6.3 %).

The Canadian Couch Potato ETF model portfolios, which are globally diversified total market index fund portfolios, have a weighted average MER of around 0.15 %.

Unless they opt out, Wealthfront clients with taxable accounts of $ 100,000 or more may have up to 20 % of their portfolio allocated to the fund, bringing the weighted average expense ratio of the portfolio to 0.11 % (the weighted average expense ratio of a Wealthfront taxable portfolio without risk parity is 0.08 %).

The overall portfolio standard deviation, a weighted average of the two, is 10.40 percent.

The «Implied portfolio return» is a weighted average of the 10 - year Treasury yield and the stock earnings yield.

Metrics considered in evaluating the strength of a mutual fund's price momentum include the weighted average price - earnings to growth (PEG) ratio of the fund's portfolio holdings, or the percentage year over year increase in the fund's net asset value (NAV).

Adding the trading costs to the weighted average MER of the portfolio at 22 basis points brings the total expense to less than 30 basis points (0.30 %).

The fund had major equivalent positions in the Vanguard Consumer Staples ETF (VDC; average weight of 32.2 %), Vanguard Consumer Discretionary ETF (VCR; 9.7 %), iShares Select Dividend ETF (DVY; 9.2 %), iShares MSCI Hong Kong ETF (EWH; 7.7 %), iShares MSCI United Kingdom ETF (EWU; 7.6 %), and PowerShares Dynamic Market Portfolio (PWC; 6.2 %).

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.

The fund invests principally in investment - grade, tax - exempt securities with an average dollar - weighted portfolio maturity of between three and ten years.

Let's be clear that these weighted averages are not the exact betas for these portfolios, which would need a more elaborate calculation.

Use the «Weighted Average Tax Rate» tab on the same spreadsheet to find the portfolio's averagAverage Tax Rate» tab on the same spreadsheet to find the portfolio's averageaverage rate.

The performance cited for the hypothetical portfolio in each time period is the weighted average of each index's returns over that time period.

In Table 4, we see that, across regions, the baseline and constrained heuristic portfolios have substantially higher weighted - average market cap, lower price multiples, and higher dividend yields.

The estimated Underlying Fund Expenses for each age - band of the Age - Based Investment Portfolio, each Target Risk Portfolio and the Multi-Fund Portfolio reflect the weighted average of the estimated Underlying Fund Expenses for each Underlying Fund in which the Investment Portfolios invest based on their respective target asset allocations.

The expected return on a portfolio is a weighted average of the expected returns on each individual asset: