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Showing 131 - 140 of 344 results for "Sharpe"

MySuper reforms could have downsides

ELIZABETH MCARTHUR  |  FRIDAY, 9 OCT 2020
The government's proposed reform to MySuper products, which will involve naming and shaming underperforming MySuper products, could actually end up hurting fund performance, according to some critics. Advance Human Solutions managing director Alexandra ...

IAG names chief from within

ANNABELLE DICKSON  |  MONDAY, 21 SEP 2020
Insurance Australia Group has promoted its deputy chief executive to chief executive following Peter Harmer's announcement to retire. Nick Hawkins was appointed as deputy chief executive in April this year after 12 years as the company's chief financial ...

High performance funds significantly underperform: Research

ALLY SELBY  |  FRIDAY, 11 SEP 2020
... (measured by semi-standard deviation), was also high due to the negative returns seen in February and March. Three year Sharpe ratios (annualized return in excess of the risk-free rate of return divided by the annualised standard deviation of returns) ...

Vanguard fund drops "cash plus" name

KANIKA SOOD  |  THURSDAY, 3 SEP 2020
Vanguard has joined the growing line of fund managers snipping the "cash plus" tag from their short-term fixed income funds, as ASIC sharpens focus on managed funds advertising. Effective October 1, the Vanguard Cash Plus Fund will be renamed the Vanguard ...

Chief economist update: Australia succumbs to pandemic-induced recession

BENJAMIN ONG  |  THURSDAY, 3 SEP 2020
It was good - so good - while it lasted. But as the saying goes, "nothing lasts forever". It had been more than a generation since Australia experienced "the recession we had to have" back in 1990/91. The Australian economy withstood the US savings ...

Official recession not that scary: Economists

ELIZA BAVIN  |  THURSDAY, 3 SEP 2020
The Australian economy fell 7% in the June quarter, spelling two consecutive quarters of economic contraction, officially marking the nation's first recession since 1991. The release of national accounts confirmed the Australian economy has experienced ...

Chief economist update: COVID-19 cuts capex

BENJAMIN ONG  |  MONDAY, 31 AUG 2020
Australian private new capital expenditure (capex) usually commands attention before and during its release for it provides an indication of domestic firms' optimism towards future growth as well as, itself, being a driving component of that growth. ...

Equity Trustees rejigs two leadership roles

KANIKA SOOD  |  WEDNESDAY, 26 AUG 2020
Harvey Kalman is moving into a new role at Equity Trustees after starting its corporate trustee services business over 20 years ago. Kalman will now be the global head of business development, fund services and managing director for UK and Europe. Russell ...

Vision Super revises investment strategy

ELIZA BAVIN  |  TUESDAY, 25 AUG 2020
Vision Super has revised its investment strategy as a result of significant changes in the economic and fixed interest environment. The $10 billion super fund said it reviews its investment strategy annually and changes have been made this year to adjust ...

MySuper portfolio winners, losers revealed

ALLY SELBY  |  TUESDAY, 18 AUG 2020
... also had the lowest volatility of any MySuper offering. WA Super returned 5.6% per annum, and was ranked first for the Sharpe ratio (returns per unit of risk), third for the Sortino ratio (returns per unit of downside risk) and first for the Omega ratio ...