Sentences with phrase «weighted benchmark indices»

Strategic beta refers to a methodology of index construction that seeks to achieve better risk - adjusted returns compared to traditional market capitalization weighted benchmark indices.

Not exact matches

SAO PAULO, May 2 - Brazil's benchmark Bovespa index fell almost 1.5 percent in morning trade on Wednesday, its biggest intraday drop since - mid April, pressured by steep losses among heavily weighted stocks during an otherwise quiet day across Latin American markets.

They then compared the weightings versus the relevant equity index benchmark to calculate its «crowded» stock analysis.

The average relative position size in Amazon versus the index was 1.7 times, while Netflix's weighting was 2.0 times the benchmark.

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.

The Global Market Index (GMI), an unmanaged benchmark that holds all the major asset classes in market - value weights, clawed back into positive terrain last month.

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.

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.

Franklin Liberty actively managed ETFs have the potential to achieve better investment outcomes versus traditional market capitalization weighted index products, which are designed to track, not outperform, benchmark indices.

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.

Due primarily to weakness in equities around the world in March, the Global Market Index (GMI), an unmanaged benchmark that holds all the major asset classes in market - value weights, shed 1.0 % in March.

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.

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

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: SMIndex is above its 10 - month simple moving average (SMA10) and Cash when the index is below its SMA10 (VTSMX: SMindex is below its SMA10 (VTSMX: SMA10).

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.

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.

The fund's benchmarks are the GDP - weighted Global Advantage Inflation - Linked Bond Index and the Barclays Capital Universal Government Inflation - Linked Bond Index.

We calculate the return for the benchmark by multiplying the return of each index by its weighting.

This backtest for the gross profits to assets ratio reveals that the first quintile underperforms the S&P 500 Equal Weight Index benchmark.

This backtest for ROA reveals that the first quintile underperforms the S&P 500 Equal Weight Index benchmark.

An index that weighted stocks based on sales outperformed the benchmark by 53 per cent, an index that weighted stocks based on earnings outperformed by 77 per cent and an index that weighted stocks based on return - on - equity outperformed by 114 per cent — an astounding difference when you consider that it still draws from the same 500 stocks as the benchmark index.

Over the 15 - year period ending in February 2018, encompassing the latter part of Japan's so - called «lost decades» of stagnant equity returns, the equal - weight index would have outperformed the cap - weighted Japanese equity benchmark by a stonking Read more -LSB-...]

The 60/40 benchmark is a blended composite, weighted 60 % in the aforementioned S&P 500 Index and 40 % in the Barclays US Aggregate Bond Index to represent balanced portfolios.

The spread between the returns of the S&P GIVI Japan and its benchmark index, the S&P Japan BMI, comes from three sources: the excess return of the S&P Low Beta Japan Index; the excess return of the S&P Intrinsic Value Weighted Japan Index; and a residual effect that comes from the sequential approach to the Read more -LSBindex, the S&P Japan BMI, comes from three sources: the excess return of the S&P Low Beta Japan Index; the excess return of the S&P Intrinsic Value Weighted Japan Index; and a residual effect that comes from the sequential approach to the Read more -LSBIndex; the excess return of the S&P Intrinsic Value Weighted Japan Index; and a residual effect that comes from the sequential approach to the Read more -LSBIndex; and a residual effect that comes from the sequential approach to the Read more -LSB-...]

The fundamentally weighted FTSE RAFI Canada Index is the benchmark for Claymore's Canadian Fundamental Index ETF (TSX: CRQ).

iShares was among the pioneers in the industry more than a decade ago, and they've remained steadfast in their position that traditional indexing — plain vanilla, cap - weighted funds that track third - party benchmarks — is still the best solution for investors.

In a modified approach, a fixed - weight composite of two indices, one more conservative and one more aggressive, is used as a benchmark.

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.

Even if more than two fixed - weight indices are used to form the benchmark, the same problem arises — the manager will get credit (or blame) for the part of his performance that is improperly measured in the other half of the year.

RAFI Fundamental Index ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatIndex ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatindex strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

Some consider it a catchall marketing term for any index strategy that does not track a market - capitalization - weighted benchmark.

RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatIndex is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatindex strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

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.

Fundamentally weighted or equal - weighted indexes are based on a published benchmark, they are rules - based, they will have lower turnover than an active strategy, they are likely to be more diversified, and you can understand what you're getting.

The new ETFs will be market cap - weighted and benchmarked to country and regional indices from FTSE Russell, leveraging the global index provider's capabilities and expertise across developed and emerging markets.

So investors are showing sensitivity to European bank stocks and indexes that have a large weighting of financials in their benchmark index.

Many of the large fixed income benchmarks determine the weights in the index by the amount of outstanding debt — the companies with the largest amount of debt are the largest weights in the index.

This benchmark index is a market - cap - weighted aggregation of the individual components, of which sovereign bonds (federal bonds) have returned 2.47 %, provincial & Municipal bonds have returned 3.68 %, investment - grade corporate bonds have returned 3.04 %, and collateralized bonds have returned 1.25 %, as of June 13, 2016.

SoFi Indices are comprised of the total return on each of the asset class benchmarks used and are weighted to mirror the current asset allocation of each stated SoFi Wealth model portfolio.

US REITs are represented by the MSCI US REIT Index, which is a free - float market - cap - weighted benchmark comprised of equity REIT securities that belong to the MSCI US Investable Market 2500 Index.

Even more interesting is that the annual return of the average stock within the benchmark was 23.3 %, represented by the S&P Europe 350 Equal Weight Index.

Such an environment can be identified by the performance of equal - weight indices, since — if equal weight outperforms the cap - weighted benchmark then, by definition, the average stock outperforms.

The weight of Puerto Rico debt in the market place as measured the market value of bonds in select indices as of September 29, 2015: S&P Municipal Bond Index (S&P's broadest municipal benchmark): 1.96 % S&P Municipal Bond High Yield Read more -LSB-...]

Franklin Liberty actively managed ETFs have the potential to achieve better investment outcomes versus traditional market capitalization weighted index products, which are designed to track, not outperform, benchmark indices

Meanwhile, the World Equity Index, a benchmark for global markets, had just a 12 % weighting in Japan.

By using an approximate time - weighted rate of return (such as the Modified Dietz method), investors will be better able to gauge their performance relative to index benchmarks.