Search Results | Showing 1 - 10 of 26 results for "Reference Portfolio" |
| | | ... represented in the benchmarks. Another option is to assess total portfolio risk-adjusted returns using a simple reference portfolio. "This represents a departure from the current approach, which assesses investment performance relative to a strategic ... |
| | | | ... previously held roles in tactical credit and asset allocation, contributing to the 2020 review of the fund's reference portfolio. She also worked as a senior investment analyst at the Government Superannuation Fund Authority and Westpac NZ, having started ... |
| | | | ... included tactical credit and asset allocation, where she contributed to the 2020 review of the fund's reference portfolio. She also worked as a senior investment analyst at the Government Superannuation Fund Authority and Westpac NZ, having started ... |
| | | | ... pension fund to adopt the investment model, with a planned implementation from 1 July 2026. It will use a reference portfolio set at 75% equities and 25% bonds, which it will use to benchmark the performance of the investments selected by the team. It ... |
| | | | ... years ago, and Worthington arrived in 2022 from NZ Super, where he spent seven years modelling the fund's reference portfolio. Other appointments include Kevin Fernando to senior consultant and Sadru Karim to senior manager. Fernando has a private ... |
| | | | ... strategies have been. "We derive that by comparing our actual returns with the benchmark returns generated by our reference portfolio, which is a notional, passively managed portfolio of bonds and shares that we believe would meet our mandate," Townsend ... |
| | | | ... executive Jo Townsend said. "In addition, our active investment strategies have also outperformed both our Reference Portfolio benchmark and our long-term performance expectations." Maintaining long-term, growth-oriented investment strategies through ... |
| | | | ... annum or $50.1 billion since its inception. The fund, meanwhile, finished the year just shy of its passive Reference Portfolio benchmark (15.13%) - which reflects the results of a low-cost, passive portfolio of 80% equities and 20% fixed interest. But ... |
| | | | ... returns above the risk-free rate, a peer comparison of these returns, and a measurement relative to a simple-reference portfolio (SRP) frontier. These options focus on risk-adjusted returns, gauging trustees' ability to deliver good returns for a given ... |
| | | | ... in share prices over the year meant that its total return slightly lagged, falling just slightly behind its Reference Portfolio benchmark, which yielded a 12% return. Nevertheless, the fund said it exceeded its Treasury Bill return benchmark, an indicator ... |
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