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Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the active return .
A chart of accounts (COA) is a list of financial accounts and reference numbers, grouped into categories, such as assets, liabilities, equity, revenue and expenses, and used for recording transactions in the organization's general ledger.
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Example investment portfolio with a diverse asset allocation. Asset allocation is the implementation of an investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investor's risk tolerance, goals and investment time frame. [1]
For example, if a stock has a YTD return of 8%, it means that from January 1 of the current year to the present date, the stock has appreciated by 8%. Another example: if a property has a fiscal year-end of March 31, 2009, and the YTD rental income as of June 30, 2008, is $1,000, this indicates that the property earned $1,000 in rental income ...
Bridgewater Associates launched its flagship fund, Pure Alpha, in 1989. It calls the fund a "diversified alpha source" that invests across a group of asset classes. [8] It was designed to balance risk among various non-correlated assets through active management. [75]
For example, social return on investment (SROI) is a principles-based method for measuring extra-financial value (i.e., environmental and social value not currently reflected in conventional financial accounts) relative to resources invested.
The standard form of the Omega ratio is a non-convex function, but it is possible to optimize a transformed version using linear programming. [4] To begin with, Kapsos et al. show that the Omega ratio of a portfolio is: = [() +] + The optimization problem that maximizes the Omega ratio is given by: [() +], (), =, The objective function is non-convex, so several ...