Search Results | Showing 1 - 10 of 95 results for %22Reference Portfolio%22 |
| | | ... 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 ... |
| | | | ... said. "Particularly given that they are paying active management fees and expect some level of outperformance over a reference index or passive strategy that aims to track a benchmark in the long term." On the upside however, the report found 12 out ... |
| | | | ... who is based in London. Fidelity said the fund employs a long-short strategy and is managed without restrictions or reference to any specific benchmarks. Typically, it will hold 45 to 55 long and 25 to 35 short positions. Further, the actively managed ... |
| | | | ... 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. ... |
| | | | ... investors. Disengaged investors who are defaulted into a one-size-fits-all asset allocation, with very limited or no reference to their personal circumstances or needs. Or engaged investors, who build their own portfolios - which comes with its own risks." ... |
| | | | ... unhappy buying at a significant discount to today's price." Income is paid quarterly and is guaranteed regardless of the reference assets' performance. If the value of shares falls beyond this downside barrier at the conclusion of the three years, the ... |
| | | | ... the fund has ascertained that the carbon intensity of all pre-mixed options, including defined benefit, is below the reference benchmarks of the ASX300 and MSCI world. The fund has developed a shadow carbon price for the top 50 companies or unlisted ... |
| | | | ... 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 ... |
| | | | ... contained requests for detailed guidance on managing risks associated with ESG practices. These requests included "specific reference to ESG risk as a material investment risk to be considered at both the idiosyncratic and market-wide level". Under SPS ... |
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