Ohio Deferred Compensation Investment Performance Report—As
... Ohio Deferred Compensation Investment Performance Report—As of June 30, 2017 The results shown represent past performance and should not be considered a representation of future performance or experience. Past performance cannot guarantee future results. Current investment results may be lower or hi ...
... Ohio Deferred Compensation Investment Performance Report—As of June 30, 2017 The results shown represent past performance and should not be considered a representation of future performance or experience. Past performance cannot guarantee future results. Current investment results may be lower or hi ...
Perkins Mid Cap Value Fund (Class S)
... stocks. All look for stocks that are less expensive or growing more slowly than the market. Many of their holdings come from financial, energy, and manufacturing sectors. What is the investment’s strategy? The investment seeks capital appreciation. The fund primarily invests in the common stocks of ...
... stocks. All look for stocks that are less expensive or growing more slowly than the market. Many of their holdings come from financial, energy, and manufacturing sectors. What is the investment’s strategy? The investment seeks capital appreciation. The fund primarily invests in the common stocks of ...
Quantitative Investment Analysis by Richard A. DeFusco/ CFA
... Mean-Variance Analysis • Mean–variance portfolio theory is based on the idea that the value of investment opportunities can be meaningfully measured in terms of mean return and variance of return. ...
... Mean-Variance Analysis • Mean–variance portfolio theory is based on the idea that the value of investment opportunities can be meaningfully measured in terms of mean return and variance of return. ...
the great risk/return inversion - who loses out?
... especially those with volatile and rising prices. The significance of the last condition is that if a security doubles in price and the investor is half-weight, the mismatch doubles; if he is double-weighted and the price halves, the mismatch halves also. Underweight positions in large, risky secur ...
... especially those with volatile and rising prices. The significance of the last condition is that if a security doubles in price and the investor is half-weight, the mismatch doubles; if he is double-weighted and the price halves, the mismatch halves also. Underweight positions in large, risky secur ...
Using the CAPM
... The t-statistic tells us how many standard errors the coefficient is from our null hypothesis. The default null hypothesis is that the coefficient is zero. So we obtain the tstat by subtracting the null hypothesis from the coefficient and dividing that number by the standard error. A t-stat greater ...
... The t-statistic tells us how many standard errors the coefficient is from our null hypothesis. The default null hypothesis is that the coefficient is zero. So we obtain the tstat by subtracting the null hypothesis from the coefficient and dividing that number by the standard error. A t-stat greater ...
TIAA-CREF Emerging Markets Debt Fund
... Average Maturity refers to the average time to maturity (the date a principal amount of a security becomes due or payable) of all the debt securities held in a portfolio. Option-Adjusted Duration estimates how much the value of a bond portfolio would be affected by a change in prevailing interest ra ...
... Average Maturity refers to the average time to maturity (the date a principal amount of a security becomes due or payable) of all the debt securities held in a portfolio. Option-Adjusted Duration estimates how much the value of a bond portfolio would be affected by a change in prevailing interest ra ...
Setting the Discount Rate for Valuing Pension Liabilities
... Setting the Investment Return Assumption Assuming that the traditional actuarial approach preferred by GASB for setting the discount rate is used, the fund must determine the expected investment return. This is done by using the capital market assumptions from the fund’s investment advisors. The cap ...
... Setting the Investment Return Assumption Assuming that the traditional actuarial approach preferred by GASB for setting the discount rate is used, the fund must determine the expected investment return. This is done by using the capital market assumptions from the fund’s investment advisors. The cap ...
Hedge against Rising Interest Rates with QAI
... There are risks involved with investing in any such products, including the possible loss of principal. Investors in the Funds should be willing to accept a high degree of volatility and the possibility of significant losses. The Fund’s investment performance, because it is a fund of funds, depends ...
... There are risks involved with investing in any such products, including the possible loss of principal. Investors in the Funds should be willing to accept a high degree of volatility and the possibility of significant losses. The Fund’s investment performance, because it is a fund of funds, depends ...
Eurizon EasyFund Azioni Strategia Flessibile R
... Exposure to stocks denominated in currencies other than the euro was consistently hedged against exchange rate fluctuations, in respect of the sub-fund’s management policy, which is aimed at preventing exposure to this source of risk. The product’s investment philosophy awards a preference to Europe ...
... Exposure to stocks denominated in currencies other than the euro was consistently hedged against exchange rate fluctuations, in respect of the sub-fund’s management policy, which is aimed at preventing exposure to this source of risk. The product’s investment philosophy awards a preference to Europe ...
GT: Announces Annual Results - Strathbridge Asset Management
... Each unit consists of one Class A share and one Preferred share. Preferred share distributions are cumulative at a rate of 5.5% of their par value of $15.00. In respect of the Class A Shares, distributions on the Class A shares continue to be suspended until such time as the value of the underlying ...
... Each unit consists of one Class A share and one Preferred share. Preferred share distributions are cumulative at a rate of 5.5% of their par value of $15.00. In respect of the Class A Shares, distributions on the Class A shares continue to be suspended until such time as the value of the underlying ...
