Search Results | Showing 1 - 10 of 18 results for "Reference Portfolio" |
| | ... 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 ... |
| | | ... such, Chant West's proposal for an alternative test is a composite of risk-adjusted returns and the simple reference portfolio (SRP). "By combining these two approaches we end up with a metric that captures their merits and minimises their shortcomings. ... |
| | | ... Aligned Index in June, with the new benchmark taking effect on 1 July 2022. The changes apply to the fund's reference portfolio benchmark and its passive investments in global equities. The fund previously tracked a custom version of the MSCI All Country ... |
| | | ... asset Allocation team is responsible for the key investment decisions in the fund, including the design of the reference portfolio as well as the allocation of active risk across the fund," Hyde said. "We're pleased to be able to attract someone ... |
| | | ... Guardians in 2015 and has since chaired a risk budgeting team and been involved in the 2020 review of the reference portfolio, reviews of investment hurdles and proxies and climate change strategy. Hyde will commence as head of asset allocation on July ... |
| | | NZ Super has announced a new general manager, portfolio completion to oversee the implementation of its reference portfolio. The Guardians of New Zealand Superannuation, the entity which manages the NZ $57 billion fund, promoted George Crosby to the ... |
| | | ... The $44.8 billion fund recorded a return of 1.73% for the year ending June 30 underperforming its benchmark reference portfolio which returned 3.82%. Comparatively, Australian MySuper products delivered an average return of -0.9% last financial year ... |
| | | ... products. We believe it is far more complex, and in some cases problematic," Loane said. "For example, the reference portfolio used by APRA to benchmark returns appears simplistic, and it is unclear whether the level of risk adjustment is appropriate. ... |
| | | The NZ Super Fund delivered 12.43% in FY18, beating its passive reference portfolio benchmark by 2.02% and is now bracing for a changing economic landscape. The $39 billion fund has reaped the rewards of its growth-asset allocations but is now reducing ... |
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