On the right is one that's entirely in the Standard & Poor's 500 Index SPX, -0.24 % The portfolios in between are
widely diversified equity funds, with varying percentages of stock funds and bond funds.
Not exact matches
We see little reason to expect a sustained long - term trend to net returns from exchange rate movements for the
widely diversified set of currencies associated with the Fund's
equity holdings.
Sharpe's CAPM was
widely held as the explanation of
equity returns until 1992 when Nobel Laureate Eugene Fama and Kenneth French introduced their Fama / French Three - Factor Model, identifying market, size and value as the three factors that explain as much as 96 % of the returns of
diversified stock portfolios.