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Showing 11 - 20 of 63 results for "Omega"

Global equities continue to soar: Report

KARREN VERGARA  |  THURSDAY, 21 JAN 2021
... measures, resulting in an integrated risk score. These include some of the well-known risk measures: the Sharpe, Sortino and Omega ratios. RMetrics also uses the gains-to-losses ratio and looks at the number of negative months and hit rate, and the minimum ...

MySuper portfolio winners, losers revealed

ALLY SELBY  |  TUESDAY, 18 AUG 2020
... Sharpe ratio (returns per unit of risk), third for the Sortino ratio (returns per unit of downside risk) and first for the Omega ratio (the ratio of gains compared to losses). Energy Super was the worst performing product on a risk-adjusted basis, returning ...

Pinnacle puts zero-fee ETF experiment to bed

KANIKA SOOD  |  THURSDAY, 30 JUL 2020
... investors. Pinnacle's listed the aShares Dynamic Cash Fund (Managed Fund) on the ASX in late August, 2019. It was managed by Omega Global Investors. Listed under the ticker Z3RO, it was the first ETF in Australia to charge no performance or management ...

Best Australian equities funds, with risk considered

KANIKA SOOD  |  FRIDAY, 19 JUN 2020
... returns (Sharpe and Sortino Ratios), probability-weighted ratio of gains over losses for a given level of expected returns (Omega Ratio), pattern of returns (Kurtosis and Skewness). In the Active Core category, Alphinity Sustainable Share Fund had the ...

Industry funds continue risk-adjusted domination

HARRISON WORLEY  |  FRIDAY, 12 JUN 2020
... top 10 by combined risk adjusted rank - a ranking of funds' average percentile scores across the Sharpe, Sortino and Omega risk ratios. The retail fund achieved the highest three-year returns at 5.7%, and took the second risk-adjusted rank. After ...

Investment Leadership Awards finalists revealed

JAMIE WILLIAMSON  |  WEDNESDAY, 22 JAN 2020
... methodology that equally weights six-year performance factors with five key risk measures; the Sharpe ratio, Sortino ratio, Omega ratio, standard deviation of monthly returns, semi-standard deviation and sum of negative returns. The asset classes included ...

Pinnacle kicks off race to zero-fee ETFs

KANIKA SOOD  |  MONDAY, 29 JUL 2019
... zero fee exchange traded fund. Pinnacle Investment Management is aiming to bring a zero-fee cash ETF to the ASX, managed by Omega Global Investors and says there may be room to implement the model in other asset classes. The "zero fee" applies to the ...

Super fund awards Aussie equity mandate

KARREN VERGARA  |  TUESDAY, 2 JUL 2019
A $43 billion superannuation scheme awarded a mandate worth more than $200 million to Omega Global Investors. State Super allocated the funds to Omega's smart beta-plus strategy, complementing its existing Australian equity portfolio. Omega joins ...

Best-performing funds with least risk

KANIKA SOOD  |  TUESDAY, 18 JUN 2019
... returns that fall below a return target). The other three were Sharpe ratio (a popular return per unit of risk measure), Omega ratio (probability-weighted ratio of gains over losses for a given level of expected returns) and skewness (measure of symmetry ...

Pinnacle nears $50bn milestone

DARREN SNYDER  |  FRIDAY, 22 FEB 2019
... 1H19 results, the group said $6.8 billion in funds under management was acquired in July through the Metrics Credit and Omega transactions. Net fund inflows were $5 billion ($1.4 billion in retail) and market movements/investment performance saw FUM ...