Search results
Results from the WOW.Com Content Network
For example, an S&P 500 index fund tracks the collective performance of the hundreds of companies in the S&P 500. If the S&P 500 is up 5 percent in a year, the fund should be close to that, too.
Fund managers aim to replicate the performance of the index by constructing a fund that closely resembles it, without actively managing the fund. The index fund simply tracks an index without the ...
3 ways to invest in the Nasdaq with ETFs. Investors have a few ways to use funds to invest in the Nasdaq, including ways to short the index and even increase the index’s total return through a ...
Public Market Equivalent. The public market equivalent ( PME) is a collection of performance measures developed to assess private equity funds and to overcome the limitations of the internal rate of return and multiple on invested capital measurements.
Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio 's performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the active return. The active return is the component of a portfolio's ...
In finance, Jensen's alpha [1] (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. It is a version of the standard alpha based on a theoretical performance instead of a market index . The security could be any asset, such as stocks ...
In portfolio management, the Carhart four-factor model is an extra factor addition in the Fama–French three-factor model, proposed by Mark Carhart. The Fama-French model, developed in the 1990, argued most stock market returns are explained by three factors: risk, price ( value stocks tending to outperform) and company size (smaller company ...
Wilshire 5000 Index Investment Fund (WFIVX) This fund seeks to replicate the total return of the Wilshire 5000 Total Market Index, which includes about 3,500 stocks and is market-cap weighted ...