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Alpha is a measure of the active return on an investment, the performance of that investment compared with a suitable market index.An alpha of 1% means the investment's return on investment over a selected period of time was 1% better than the market during that same period; a negative alpha means the investment underperformed the market.
Investors were encouraged to let their gains compound and to recruit new members into a "forced matrix" to increase their returns. The SEC contends that this forced matrix payout scheme constitutes a pyramid scheme. [5] New investors had to pay a monthly subscription fee of between US$10 and US$99, and provide an initial investment of up to ...
Portfolio return is the proportion-weighted combination of the constituent assets' returns. Portfolio return volatility is a function of the correlations ρ ij of the component assets, for all asset pairs (i, j). The volatility gives insight into the risk which is associated with the investment.
William Hunt "Bill" Gross (born April 13, 1944) is an American investor and retired fund manager, who co-founded Pacific Investment Management Co. PIMCO is a global fixed income investment company. Gross ran their $270 billion Total Return Fund (PTTRX), before leaving to join Janus Capital Group (now Janus Henderson) in September 2014. [1]
It had an annualized return of 9.7% since inception which was higher than S&P 500 benchmark of 6.4%. [2] [3] [6] However the next year for the first time it significantly underperformed the S&P 500 benchmark for a fiscal year with a return of 1.1% for the 12 months ending in June. [3] [6] [8]
[8] [9] At the end of 2021, High-Flyer put out a public statement on WeChat apologizing for its losses in assets due to poor performance. [3] [6] The performance of over 100 of its investment products declined by over 10%. [6] High-Flyer stated that its AI models did not time trades well although its stock selection was fine in terms of long ...
The OLS regression can be estimated on 1–5 years worth of daily, weekly or monthly stock returns. The choice depends on the trade off between accuracy of beta measurement (longer periodic measurement times and more years give more accurate results) and historic firm beta changes over time (for example, due to changing sales products or clients).
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 stocks tending to outperform).
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