Ads
related to: r squared value mutual fundsperfectfaqs.com has been visited by 100K+ users in the past month
Search results
Results from the WOW.Com Content Network
The usual designation for this concept is R-squared, but John C. Bogle coined [1] this expression to highlight the difference with other financial products. For a typical mainstream equity fund, the ExMark runs from 80% to 90%, meaning that an exceedingly high proportion of its total return is explained by the performance of the overall stock ...
Modigliani risk-adjusted return is defined as follows: Let be the excess return of the portfolio (i.e., above the risk-free rate) for some time period : . where is the portfolio return for time period and is the risk-free rate for time period .
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. [1] It is a modification of the Sharpe ratio but penalizes only those returns falling below a user-specified target or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally.
The fund’s share price fluctuates based on the net asset value (NAV) of all of the mutual fund’s holdings. NAV is calculated by dividing the total value of a mutual fund’s assets (less ...
For premium support please call: 800-290-4726 more ways to reach us
Alpha is a measure of the active return on an investment, the performance of that investment compared with a suitable market index.An alpha of 1% means the investment's return on investment over a selected period of time was 1% better than the market during that same period; a negative alpha means the investment underperformed the market.
Fund Name Assets (millions of USD) 1 SPDR S&P 500 ETF $ 260,765.80 2 Vanguard 500 Idx Adm $ 256,872.60 3 Vanguard TSM Idx Adm $ 209,796.70 4 Fidelity 500 Index Fund $ 179,000.00 5 iShares:Core S&P 500 $ 159,711.30 6 Vanguard TSM Idx Inst+ $ 152,993.40 7 Vanguard Tot I S Inv $ 135,697.90 8 Vanguard TSM Idx Inv $ 133,038.00 9
The duo of mutual funds — the Fidelity ZERO Total Market Index Fund (MUTF:FZROX) and the Fidelity ZERO International Fund (MUTF:FZILX) won’t cost investors a single dime to own and hold. It ...
Ads
related to: r squared value mutual fundsperfectfaqs.com has been visited by 100K+ users in the past month