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  2. Stock market index - Wikipedia

    en.wikipedia.org/wiki/Stock_market_index

    Stock market indices may be categorized by their index weight methodology, or the rules on how stocks are allocated in the index, independent of its stock coverage. For example, the S&P 500 and the S&P 500 Equal Weight each cover the same group of stocks, but the S&P 500 is weighted by market capitalization, while the S&P 500 Equal Weight places equal weight on each constituent.

  3. Public Market Equivalent - Wikipedia

    en.wikipedia.org/wiki/Public_Market_Equivalent

    While ACG’s ICM calculation assumes that the capital invested into the index is a long position, the alternative index comparison method (AICM) assumes the opposite – that is, the cash used to invest in the private market investment results, not from a source external to both the private market investment and the index, but from a short ...

  4. Modigliani risk-adjusted performance - Wikipedia

    en.wikipedia.org/wiki/Modigliani_risk-adjusted...

    Virtually any benchmark return (e.g., an index or a particular portfolio) could be used for risk adjustment, though usually it is the market return. For example, if you were comparing performance of endowments, it might make sense to compare all such endowments to a benchmark portfolio of 60% stocks and 40% bonds.

  5. Can This Type of Portfolio Help You Retire With 20% More ...

    www.aol.com/type-portfolio-could-help-retire...

    If you're saving for retirement, a broad market index portfolio is typically a good option. Investing in a target date fund or S&P 500 index fund, for instance, are low-cost ways to gain broad ...

  6. Tracking error - Wikipedia

    en.wikipedia.org/wiki/Tracking_error

    The best measure is the standard deviation of the difference between the portfolio and index returns. Many portfolios are managed to a benchmark, typically an index. Some portfolios, notably index funds, are expected to replicate, before trading and other costs, the returns of an index exactly, while others 'actively manage' the portfolio by ...

  7. Total return index - Wikipedia

    en.wikipedia.org/wiki/Total_return_index

    A total return index is an index that measures the performance of a group of components by assuming that all cash distributions are reinvested, in addition to tracking the components' price movements. [1] While it is common to refer to equity based indices, there are also total return indices for bonds and commodities. [2]

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