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Showing 2751 - 2760 of 2916 results for "Volatility"

BT setting a new course in alternatives

HAMISH MADDEN  |  TUESDAY, 6 FEB 2007
... absolute return component as well as a global risk premia focus. The absolute return allocation is expected to run at a volatility of around 8-12 per cent while the risk premia component will run at around 20-25 per cent volatility. But the key, Brentnall ...

SELECT tops hedge fund ratings

HAMISH MADDEN  |  WEDNESDAY, 20 DEC 2006
... of 8.9 per cent and the Select Gottex Enhanced Market Neutral Fund (A$) has returned 10.3 per cent with annualised volatility of 1.7 per cent and 3.3 per cent respectively. Brendan Foley, managing director at SELECT, said the rating reinforced his views ...

Managing market might require regulatory change: Macfarlane

ALEX DUNNIN  |  TUESDAY, 19 DEC 2006
... savings is good, it nonetheless leads to more reliance upon financial markets and money managers, potentially increasing volatility, and the current capital market regulatory regime may not be adequate to intervene if anything ever went wrong. "The biggest ...

Sovereign MF building up its aged care portfolio

HAMISH MADDEN  |  FRIDAY, 15 DEC 2006
... Grochowski said the aged care sector presented an attractive investment case. "The aged care sector's historical income volatility is quite low as compared against other property sectors, for example the retirement village sector has income volatility ...

GoldLink launches commodities index fund

HAMISH MADDEN  |  THURSDAY, 7 DEC 2006
... broad exposure to energy, metals and agricultural commodities indices with some downside protection to help smooth volatility, GoldLink said, and comes on the back of sustained investor demand for commodities investments. "Commodities have been booming ...

AMP Capital Core Property Fund scores highest rating

HAMISH MADDEN  |  WEDNESDAY, 6 DEC 2006
... and enhances the return prospects. The diversity of asset classes provides investors with a balance between return volatility and liquidity," Lawrence said. Lawrence also said the fund's strategy of investing into large AMP managed wholesale funds offered ...

Devote 20 per cent or more to direct property: ADPIA

HAMISH MADDEN  |  TUESDAY, 5 DEC 2006
... data for the last 10 and 20 years, undertaken by Atchison Consultants, found that the high income components and low volatility in direct property placed them as one of the best performing asset classes in risk adjusted terms while the chances of a portfolio ...

Analyse bonds differently to equities: Loomis Sayles

ALEX DUNNIN  |  FRIDAY, 1 DEC 2006
... like historical performance analysis of bond prices was not particularly predictive, so too was historical analyses of volatility. This is because the historical data may not accurately reflect all of the potential risks, he said. These problems in analysing ...

Party like it's 1999: Allianz Global

... of these out-of-favour stocks, which are mainly from the technology and media sectors. "As interest rates rise and volatility levels rise and as credit risk begins to rise, higher quality stocks will begin to be revalued," she said, adding that those ...

ANZ FP to focus on maintaining its muscle

HAMISH MADDEN  |  TUESDAY, 21 NOV 2006
... It not only underpins the ANZ value proposition, but also helps insulate their employees from broader labour market volatility. "When you get a bit of turbulence, which some other groups have had, more planners are probably more inclined to go out and ...