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Showing 21 - 30 of 32 results for "Sharpe ratio"

New alternative beta fund answers hedge fund short-comings

MARK SMITH  |  MONDAY, 23 NOV 2015
... correlations to one another, you can achieve the portfolio effect - the only true free lunch in finance - and your aggregate Sharpe ratio can go up from 0.4 to 0.8." By combining these strategies in a portfolio and implementing them efficiently with ...

HESTA awards low volatility mandate

ALEX BURKE  |  TUESDAY, 17 NOV 2015
... quantitative method based on award-winning research, which exploits the low-risk anomaly - aiming to maximise the sharpe ratio." In September, HESTA partnered with Social Ventures Australia to launch one of Australia's biggest impact investment funds. ...

Investors misunderstand smart beta: AXA IM

MARK SMITH  |  FRIDAY, 17 APR 2015
... actively managed strategies, an approach that AXA IM adopts for its suite of products. "Smart beta must focus on Sharpe ratio rather than information ratio," he said.

Fixed income offers little equity risk protection: CFM

MARK SMITH  |  WEDNESDAY, 4 MAR 2015
... has capacity, unlike the very best performing hedge funds. "If you deliver genuinely non-correlated returns with a Sharpe ratio greater than 1 then premium fees are appropriate," said Jordan. "But there aren't many genuine alpha funds out there and it's ...

Smarter Money Investments added to BT Wrap

STAFF WRITER  |  WEDNESDAY, 28 JAN 2015
... fixed-interest universe, which returned 3.2%. The volatility of its returns has been low at less than 0.65% per annum with a Sharpe Ratio of 4.3. SMI's active cash strategy is also available on Macquarie Wrap, Onevue, Netwealth, Hub24, ASX mFunds and ...

Adviser appetite for infrastructure investments increasing

MARK SMITH  |  FRIDAY, 4 JUL 2014
... defensive qualities of the sector means it has delivered this with less risk. Infrastructure and utilities have a Sharpe ratio (a measure of risk-adjusted return) of 0.55 over the five years to end of June 2014 compared to ASX 200 which has a ratio of ...

YBR Smarter Money returns 5.0% over June quarter

HARRY PAGE  |  THURSDAY, 3 JUL 2014
... around 4 per cent of better. With this in mind, we are particularly happy to see that Smarter Money's risk-adjusted Sharpe Ratio has been a very high 4.5 times since its inception several years ago, which is well above competing funds," he added.

Beware high correlations: AQR

MARK SMITH  |  FRIDAY, 6 JUN 2014
An allocation to hedge funds is necessary to stand any chance of making any money in down markets, according to AQR Capital Management co-founder and head of client strategies David Kabiller. The former Goldman Sachs executive said that traditional ...

Investment grade wine attracts global wealth

MELANIE TIMBRELL  |  MONDAY, 18 JUN 2012
... volatility of 10.6% of the London International Vintner's Exchange (Liv-ex) Fine Wine Index and high risk-adjusted return (Sharpe ratio of 1.07) as evidence that investment grade wine has qualities suitable for the current economic climate. "The supply ...

Janus manager launches insto volatility funds

MATT WOODINGTON  |  TUESDAY, 11 OCT 2011
Janus Capital subsidiary Enhanced Investment Technologies aims to provide consistent returns with the introduction of two new absolute volatility equity strategies to the Australian institutional market. The Low Volatility and Managed Volatility strategies ...