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This fund goes up as the Nasdaq-100 goes down, allowing you to short-sell the index in a convenient fund. Annual returns (5 years): -58.4 percent Expense ratio: 0.95 percent
Index funds are mutual funds or exchange-traded funds (ETFs) that have one simple goal: To mirror the market or a portion of it. For example, an S&P 500 index fund tracks the collective ...
Nasdaq-tracking mutual funds are also among the top performing mutual funds, too. 2. A leveraged Nasdaq index fund. If the returns on a standard Nasdaq fund just aren’t strong enough for you ...
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 ...
where is the vector of active weights for each asset relative to the benchmark index and is the covariance matrix for the assets in the index. While creating an index fund could involve holding all N {\displaystyle N} investable assets in the index, it is sometimes better practice to only invest in a subset K {\displaystyle K} of the assets.
The modified Dietz method is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the investments in the ...
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 ...