Gideon I: the FTC equity strategy
... As promised, FTC’s trend-following fund-of-funds strategy has survived the crisis months on the world markets since 2008 much better in comparison with conventional equity funds. Since February 2009, FTC has been applying an additional longshort overlay in Gideon I. Read this issue of FTC.update to ...
... As promised, FTC’s trend-following fund-of-funds strategy has survived the crisis months on the world markets since 2008 much better in comparison with conventional equity funds. Since February 2009, FTC has been applying an additional longshort overlay in Gideon I. Read this issue of FTC.update to ...
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C.
... Investments of the Plan are valued at fair market value. Market values are determined principally from quoted market values for all investments except investments in pooled investment funds which are valued at the net asset value of each fund. Cost is determined using the weighted average cost of se ...
... Investments of the Plan are valued at fair market value. Market values are determined principally from quoted market values for all investments except investments in pooled investment funds which are valued at the net asset value of each fund. Cost is determined using the weighted average cost of se ...
Index rises by 0.5% as 29 stocks gain
... rose by 0.5 per cent or 97.09 basis points, from 20,314.08 points to 20,411.17 points. Similarly, the market capitalisation of listed equities increased by 0.5 per cent or N31bn to N6.432tn up from N6.402tn recorded the preceding day. The NSE-30 Index rose by 0.6 per cent or 5.52 basis points from 9 ...
... rose by 0.5 per cent or 97.09 basis points, from 20,314.08 points to 20,411.17 points. Similarly, the market capitalisation of listed equities increased by 0.5 per cent or N31bn to N6.432tn up from N6.402tn recorded the preceding day. The NSE-30 Index rose by 0.6 per cent or 5.52 basis points from 9 ...
Ch 24 Perf measurement 2/e
... Method II is not perfect, but is the best of the three techniques. It at least attempts to focus on market timing by examining the returns for portfolios constructed from bond market indexes using actual weights in various indexes versus year-average weights. The problem with this method is that the ...
... Method II is not perfect, but is the best of the three techniques. It at least attempts to focus on market timing by examining the returns for portfolios constructed from bond market indexes using actual weights in various indexes versus year-average weights. The problem with this method is that the ...
PRIVATE EQUITY PRIMER
... income. One is the annual management fee, which is calculated as a percentage of total capital commitments to the fund-generally in the 1.5 percent to 2.5 percent range. The second is the carried interest, or share of profits. Traditionally, the carried interest has been 20 percent. However, in rece ...
... income. One is the annual management fee, which is calculated as a percentage of total capital commitments to the fund-generally in the 1.5 percent to 2.5 percent range. The second is the carried interest, or share of profits. Traditionally, the carried interest has been 20 percent. However, in rece ...
A Top Fund Makes the Value Case
... what they had done for years: buy a concentrated portfolio of solid-but-beatendown companies and wait for the market to recognize their value and reprice them. Unfortunately, the market took its time, and GoodHaven’s results suffered. After beating the Standard & Poor’s 500 index by 3.5 percentage p ...
... what they had done for years: buy a concentrated portfolio of solid-but-beatendown companies and wait for the market to recognize their value and reprice them. Unfortunately, the market took its time, and GoodHaven’s results suffered. After beating the Standard & Poor’s 500 index by 3.5 percentage p ...
WP/03/2016 - Property price misalignment with fundamentals in Malta
... euro, led to a gradual convergence of domestic interest rates to those set by the European Central Bank. Bank lending rates to households for mortgages declined from around 6.6% in early 2000 to 4.3% by end-2004 following the monetary easing by the European Central Bank in the early 2000s. Low inter ...
... euro, led to a gradual convergence of domestic interest rates to those set by the European Central Bank. Bank lending rates to households for mortgages declined from around 6.6% in early 2000 to 4.3% by end-2004 following the monetary easing by the European Central Bank in the early 2000s. Low inter ...
ReAssure guide to unit linked funds
... the price of each unit once it has been allocated to your policy and the price on which claims are based (any exceptions to this will be detailed in your policy documents). The bid price is calculated by applying the weighted average percentage change of the relevant Base Fund unit prices comprisin ...
... the price of each unit once it has been allocated to your policy and the price on which claims are based (any exceptions to this will be detailed in your policy documents). The bid price is calculated by applying the weighted average percentage change of the relevant Base Fund unit prices comprisin ...
Lessons from history
... Putting history in context The three rising rate periods are not a perfect roadmap for fixed income and bond investors. Yes, rates can rise and while there were some similarities across all three periods, the impact was not the same in each. Equities and commodities were generally among the top per ...
... Putting history in context The three rising rate periods are not a perfect roadmap for fixed income and bond investors. Yes, rates can rise and while there were some similarities across all three periods, the impact was not the same in each. Equities and commodities were generally among the top per ...
Flyer re x - AMP Capital
... For your local contact, please visit ampcapital.com/contact or email [email protected] Important notice to all investors: This information in this document has been prepared by AMP Capital Investors Limited (ABN 59 001 777 591,AFSL 232497) (“AMP Capital”) and AMP Capital Funds Management Limite ...
... For your local contact, please visit ampcapital.com/contact or email [email protected] Important notice to all investors: This information in this document has been prepared by AMP Capital Investors Limited (ABN 59 001 777 591,AFSL 232497) (“AMP Capital”) and AMP Capital Funds Management Limite ...
Understanding Counterparty Risk on Total Return
... Total Return Index ETFs (TRI ETFs), which are low-cost index replicating ETFs that use an innovative Investment structure know as a Total Return Swap (TRS) to deliver index returns in a cost effective and tax-efficient manner. None of our TRI ETFs are expected to make any taxable distributions, whic ...
... Total Return Index ETFs (TRI ETFs), which are low-cost index replicating ETFs that use an innovative Investment structure know as a Total Return Swap (TRS) to deliver index returns in a cost effective and tax-efficient manner. None of our TRI ETFs are expected to make any taxable distributions, whic ...
AECS Equity Research Economics
... The IOD survey is based on information from a company listed on the Stock Exchange of Thailand and/or the Market for Alternative Investment as a matter of public record and is accessible by general public investors. Therefore, the survey result comes from the perspective of a third party. It does no ...
... The IOD survey is based on information from a company listed on the Stock Exchange of Thailand and/or the Market for Alternative Investment as a matter of public record and is accessible by general public investors. Therefore, the survey result comes from the perspective of a third party. It does no ...
annexure
... g. Assets / Instruments, downgraded below the minimum rating prescribed above, should automatically be re-classified under ‘Other Investments’ category for the purpose of pattern of Investments. h. The above approach will be reviewed based on experience after a period of two years. ...
... g. Assets / Instruments, downgraded below the minimum rating prescribed above, should automatically be re-classified under ‘Other Investments’ category for the purpose of pattern of Investments. h. The above approach will be reviewed based on experience after a period of two years. ...
Collective investment schemes regulations
... exclusively for the collective investment and reinvestment of money contributed to the fund by the bank, or by one or more affiliated banks, in its capacity as trustee, executor, administrator, guardian, or custodian. This type of fund is generally referred to as an A1 fund. The industry generally u ...
... exclusively for the collective investment and reinvestment of money contributed to the fund by the bank, or by one or more affiliated banks, in its capacity as trustee, executor, administrator, guardian, or custodian. This type of fund is generally referred to as an A1 fund. The industry generally u ...
Asset Classes and Financial Instruments
... holdings must be maintained at less than 3 months. Their biggest investments tend to be in commercial paper, but they also hold sizable fractions of their portfolios in certificates of deposit, repurchase agreements, and Treasury securities. Because of this very conservative investment profile, mone ...
... holdings must be maintained at less than 3 months. Their biggest investments tend to be in commercial paper, but they also hold sizable fractions of their portfolios in certificates of deposit, repurchase agreements, and Treasury securities. Because of this very conservative investment profile, mone ...
Asset allocation in a low-yield and volatile environment
... returns, and what are the potential implications for strategic asset allocation? Using the Vanguard Capital Markets Model®, we simulated distributions of future stock and bond returns (both nominal and inflation-adjusted, or real) based on market conditions as of September 30, 2011, under various sc ...
... returns, and what are the potential implications for strategic asset allocation? Using the Vanguard Capital Markets Model®, we simulated distributions of future stock and bond returns (both nominal and inflation-adjusted, or real) based on market conditions as of September 30, 2011, under various sc ...
Introduction - Furman University
... by how investors pay fees.1 A group of MS classes represents only one portfolio of assets, but each class is reported as a separate fund by commercial sources such as Lipper Co. and Morningstar because each has a different fee structure (i.e. expense ratios, 12b-1 fees, load structures, etc.) and th ...
... by how investors pay fees.1 A group of MS classes represents only one portfolio of assets, but each class is reported as a separate fund by commercial sources such as Lipper Co. and Morningstar because each has a different fee structure (i.e. expense ratios, 12b-1 fees, load structures, etc.) and th ...
table of contents - Napa County
... BENCHMARK: A comparative base for measuring the performance or risk tolerance of the investment portfolio. A benchmark should represent a close correlation to the level of risk and the average duration of the portfolio’s investments. BID: The price offered by a buyer of securities (when you are sell ...
... BENCHMARK: A comparative base for measuring the performance or risk tolerance of the investment portfolio. A benchmark should represent a close correlation to the level of risk and the average duration of the portfolio’s investments. BID: The price offered by a buyer of securities (when you are sell ...
Dreyfus Investment Portfolios, MidCap Stock Portfolio
... Stock Portfolio’s Initial shares produced a total return of 15.47%, and its Service shares produced a total return of 15.20%.1 In comparison, the fund’s benchmark, the S&P MidCap 400 Index (the “Index”), produced a total return of 20.74% for the same period.2 Midcap stocks achieved solid returns in ...
... Stock Portfolio’s Initial shares produced a total return of 15.47%, and its Service shares produced a total return of 15.20%.1 In comparison, the fund’s benchmark, the S&P MidCap 400 Index (the “Index”), produced a total return of 20.74% for the same period.2 Midcap stocks achieved solid returns in ...
Influences on the Stock Market - Digital Commons @ IWU
... by expectations about changes in interest rates. Interest-sensitive industries include the financial services, banking, real estate, and building industries (Jones, 1998). For example, if interest rates increase, individuals are less likely to move or build new homes, which means less business for c ...
... by expectations about changes in interest rates. Interest-sensitive industries include the financial services, banking, real estate, and building industries (Jones, 1998). For example, if interest rates increase, individuals are less likely to move or build new homes, which means less business for c ...
Vanguard Growth Index Fund
... holding significantly more securities than most active funds with the same benchmark. From time to time, however, the number of securities in a given index may reduce due to factors such as index rebalancing. Tax efficiency - Vanguard’s buy and hold strategy means that securities are generally held ...
... holding significantly more securities than most active funds with the same benchmark. From time to time, however, the number of securities in a given index may reduce due to factors such as index rebalancing. Tax efficiency - Vanguard’s buy and hold strategy means that securities are generally held ...
HFRX Hedge Fund Indices Methodology
... HFRX Hedge Fund Indices are the global industry standard for performance measurement across all aspects of the hedge fund industry. Indices are constructed using robust filtering, monitoring and quantitative constituent selection process using the Hedge Fund Research (HFR) database, also the industr ...
... HFRX Hedge Fund Indices are the global industry standard for performance measurement across all aspects of the hedge fund industry. Indices are constructed using robust filtering, monitoring and quantitative constituent selection process using the Hedge Fund Research (HFR) database, also the industr ...
Colfax CORP (Form: 11-K, Received: 06/19/2015 16:44:14)
... The Plan performs fair value measurements defining fair value as the price that would be received from selling an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Plan reports its investments at fair value based on a hierarchy t ...
... The Plan performs fair value measurements defining fair value as the price that would be received from selling an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Plan reports its investments at fair value based on a hierarchy t ...
Daily FX & Market Commentary
... objectives, financial situation or needs of any particular investor. Accordingly, investors should, before acting on the information, consider its appropriateness, having regard to their objectives, financial situation and needs. Any decision to purchase securities mentioned herein should be made ba ...
... objectives, financial situation or needs of any particular investor. Accordingly, investors should, before acting on the information, consider its appropriateness, having regard to their objectives, financial situation and needs. Any decision to purchase securities mentioned herein should be made ba ...
Products ESQUIRE CAPITAL INVESTMENT ADVISORS LLP
... Employ a wide variety of techniques to arrive at an investment decision, including both quantitative and fundamental techniques. ...
... Employ a wide variety of techniques to arrive at an investment decision, including both quantitative and fundamental techniques. ...