Sentences with phrase «with cumulative returns»

I have a table that carries data with cumulative return of some instrument.

Not exact matches

Outperformers (winners) are funds with return observations for every month of the 15 - year period whose cumulative net return over the period exceeded that of their respective benchmark.

Returns around 12 % pa over 25 years, clearly recent returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2Returns around 12 % pa over 25 years, clearly recent returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2returns measured in sterling have been flattered by the relative strength of overseas currencies, (with a mostly global equity portfolio) Its interesting that since starting in 1990 my cumulative returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2returns have always averaged around 12 % pa from 1990 (with the exceptions of major dives in 2001/2 and 2008/9).

Loeb's performance really speaks for itself as the Offshore Fund's annualized return is now 18.6 % versus 5.2 % for the S&P with a Sharpe Ratio of 1.31, a correlation to the S&P of only 0.39 and cumulative performance of 892 %.

To allow such an athlete to return to play risks not only cumulative brain injury, but also Second - Impact Syndrome (SIS), which occurs when an athlete who sustains a head injury - often a concussion or something worse, such as a cerebral contusion (bruised brain)- sustains a second head injury before symptoms associated with the first injury have cleared (i.e. healed).

Cumulative abnormal returns increase with risk in the United States, but they decrease with risk in Western Europe.

However, given that cumulative abnormal returns increase with radicalness during an expansion but decrease with radicalness during a recession, he added, «Banks should time their launch of radical financial innovations to coincide with periods of expansion rather than recessions.»

For comparison, the plan should disclose the cumulative value of contributions, both the employee's and the employer's, along with accumulated returns.

Here is a chart with related statistics of the cumulative RealAlpha ™ for this ETF from May 2013 (the first full month of returns since its inception) through July 2016:

Data is described with start date, end date and cumulative return for date range (start - end): Start Date End Date ...

The Communication Services Select Sector Index returned a cumulative 143.5 % through May 16, 2018 with annualized performance of 14.2 % over 3 years, 12.7 % over 5 years and 9.9 % over 10 years.

Its reference ETF portfolio produced a 73.6 % cumulative return, more than double the 31.3 % of the fund, and did so with a slightly lower volatility.

It also returned about 8 % more than the fund on a cumulative basis and with a 59 % lower volatility.

Using the most recent full cycle dating back to 2007 as a guide, a hypothetical portfolio of 60 % global stocks and 40 % Canadian bonds slightly edged the S&P / TSX Composite Index's cumulative return, but with almost half the amount of volatility (see the chart below).

Death Benefit: For QLACs with return of premium and / or death benefit riders, beneficiaries will receive any remaining value in the contract in the case of the annuitant's premature death, amounting to the difference between the initial premium paid and the cumulative income payments received.

For DIAs with return of premium and / or death benefit riders, beneficiaries will receive any remaining value in the contract in the case of the annuitant's premature death, amounting to the difference between the initial premium paid and the cumulative income payments received.

In 2000, I wrote a short paper entitled «Death of the Risk Premium,» with Ron Ryan, which was received with widespread derision, but ultimately proved correct: plain old 10 - year government bonds have produced higher returns than stocks since then, by a cumulative margin of over 30 %, despite the durable bull market since 2002.

Alpholio ™ calculations indicate that the fund returned more than the ETF in just 40 % of all rolling 36 - month periods, with a median cumulative (not annualized) return difference of negative 3.06 %:

The final chart with related statistics depicts the cumulative total (i.e. with reinvested distributions) return of the fund and its benchmark ETF:

With just 0.21 % of cumulative excess return, the fund failed to substantially beat its reference ETF portfolio that had a slightly lower volatility.

The final chart with statistics depicts the cumulative total return of the fund and its benchmark ETF:

The remaining 40 % of periods that our methods classify with flat or negative market return / risk profiles are associated with a massive 93 % cumulative market loss.

Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without VXX.

Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without VXZ.

He notes the S&P 500 Dividend Aristocrats Index, which includes companies with at least 25 years of annual dividend increases, had a cumulative total return of 361 % from December 31, 1999 through March 24, 2016 vs. the S&P 500's total return of 89 %.

Interestingly, this phenomenon reversed in large stocks, with B / M - based strategies producing slightly higher cumulative returns in large stocks.)

Value determined on the basis C / P or E / P combined with GS produced slightly higher cumulative returns averaged across all firms for the period of the study.

Over the same analysis interval, the fund had a total cumulative return of about 130 % (annualized 9.2 %), with a standard deviation of 15.1 %, Sharpe ratio of 0.58, and maximum drawdown of 44 %.

29 - Jul - 12: Sold off half my Livermore Investments (LIV: LN) holding — no particular change in view, mostly just returning back down to a 3.2 % stake (similar to my original / cumulative stake)-- with the share price now at GBP 26.75 p, a 91 % increase on my Baker's Dozen price of GBP 14p helps too..!

You might think that is a miniscule number, but as this example from Value Research shows, Rs. 1 Lakh over 10 years with a return of 15 % per annum and a 1.5 % expense ratio grows only to Rs. 3.55 Lakh, instead of the Rs. 4.05 Lakh that it could have grown to — a cumulative difference of 14 %!

While both allocation and security selection effects are active decisions that contribute to active returns, we can observe that a cumulative negative 12 months of returns in the market is typically followed by managers adding value with allocation.

For funds with less than one year of performance, returns shown are cumulative rather than annualized.

This section gives you a detailed description of your return for each of your accounts, individual or consolidated, with two viewing options: return by a specific period or return over cumulative periods.

A feeding frenzy of game development activity with a cumulative impact that developers are only beginning to grasp — consoles, online services, independent games, handheld games, coffee break games, downloadable games, casual games, multiplayer games, gambling games, indie game distribution, next gen, phone games, self funded games, and the return of shareware — mind boggling stuff, really, and all happening at once!

MVA Example: Assume a deferred annuity plan terminates at the end of five years with cumulative contributions of $ 100,000, an account balance of $ 127,628, and an average rate of return of 5.0 %.