According to Rothstein Kass in a recent study, an index of women-led funds produced a net return of 9%, compared to a global index return of a mere 3%.
It starts with a financial plan and is driven by your family index rate of return.
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In the case of an investor going long the total return of the NCREIF index, he or she would accept the total return on the NPI (paid quarterly) on a predetermined notional amount and agree to pay the LIBOR rate, plus a spread on the same notional amount.
In 2010, shares of smaller companies in the Russell 2000 Index produced a total return of 26.9%.
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The expectation that an index fund will get EXACTLY the return of the target index sets the stage for an interesting problem: Zero tracking error is achievable, but it comes at a very high price.
The Absolute Return Distressed Index has produced a median return of 10.58% through October.
In 2012, our Billionaires Index generated a return of only 12.3%.
ETNs represent a general obligation of the issuer (or some other named counterparty) who promises to deliver the return of some index.
There were 131 up days for the index, averaging a return of 0.60% on those days.
The index has an average return of 23% when the Packers win.
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Most offer a return over the life of the investment that is a multiple of the return on some index (or with its Bear Market Notes, the decline in that index).
The MSCI Greece stock index has a 12-month total return of 42%, a tad ahead of 41% for the MSCI Europe index.
Over the long run, sharp traders getting out in front of these forced portfolio changes have poached at least 0.38 percentage point of annual return away from Russell 2000 index funds, estimates a new study in the Journal of Empirical Finance.
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The rate of return on American index-linked government securities (also a real return) is roughly 4%.
For example, the 18-month return of the index ending in February 2000 was 107.1% versus the note being capped out at 24%.
For example, the 18-month return of the index ending September 2001 was -49.7% versus the note being -39.7% due to the 10% buffer.
Also, in the one 5% plus inflation surge that was in this data set, the CRB index produced a nominal compound return of 1.58% and a real return of minus 3.32%.
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What I do know is that for the limited data set I have, the CRB index produced a nominal compound return of 0.77%, a real return of minus 2.16%, a standard deviation that is twice that of Treasuries, had a twelve month period with a loss of 48.74% and had a 27 year period with a negative compound return.
The note consists of futures of contracts of seven agricultural commodities (soybeans, corn, wheat, cotton, soybean oil, coffee and sugar) and tracks the return of the Dow Jones-UBS Agriculture Total Return Sub-Index.
ETFs were originally created as low-cost index funds designed to generate the return of a market.
Understand that the performance for Morgan's index is a total return, net of all expropriations and currency crises.
That index has produced an annualized total return of 11% since 1997.
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Real estate derivatives are a way for investors to gain exposure to the asset class without the need to buy or sell properties by replacing the exposure of the real property to the performance of a real estate return index.
In that period the Russell 2000 index of small companies averaged only a 12% return.
Last year we suffered a 16% correction in the MSCI World Index before stocks rebounded for a total return of nearly 12% in 2010.
So you don't buy a hedge fund, you buy a "structured note, " whose return is tied to an index of hedge funds.
The stock hit a 19-month high on Tuesday, and year to date it has already tripled the return of the broad Nasdaq index.
Index investors are grateful because they have had a return of their money and on their money.
Once you know the average return, the standard deviation of each index and the correlation coefficient between each pair of indexes, the rest is math.
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