…long-term approach, Ubben said, “Because we have long-term capital, we have the time horizon that will allow our thesis to play out. We really tend to make money in year…
Search Results for: low-volatility funds
Joel Greenblatt Talks Value Investing, Investor Emotions and his Magic Formula
…lagging performance of value stocks, Greenblatt points out that his definition of value is “not low price-book, low price sales investing” but rather figuring out what the business is worth…
Five More Questions: Factor Investing with Jim O’Shaughnessy
…I guess I will give you the same answer there. Does the data show that to be true? I haven’t looked at flow of funds for various funds by strategy…
Investors in Giant Mutual Fund Represent Over One Third of China's Population
…of products and services. “Many investors in the fund treat it like an online checking account, depositing money at all hours of the day and withdrawing funds whenever they need…
The Bull Market Hasn't Fixed Public Pensions
…an increasing gap between pension fund inflows and outlays. The article concludes, “Many public pension funds have benefited from the 10-year long bull market. But now many are lowering their…
When Will Value Investing Outperform Growth?
…away,” the article reports, citing Morningstar data showing that over the past decade large-cap growth funds have returned an average of 15.6% annually, versus 13.2% for large-cap value. Historically, the…
The Death of the Traditional Passive Fund
…or factor-based funds. Only 5 percent signaled they would increase their traditional passive positions. These views, the article reports, are driven by lower future return expectations across markets and an…
Five Questions: Factor Investing with Jim O’Shaughnessy
…gosh, I love price to free cash flow. I’ve read all of the great papers about it – and that would be the operative word, I love – that would…
Long Term Compounding Using Low Volatility & Other Fundamental Factors
…with lower volatility. What’s more, when you apply a volatility factor to things like size and value you actually get additional levels of alpha generation. So the lower the risk,…
Investors Keep Returning to Hedge Funds
…family office, funds of funds, insurers and pensions—said they intend to maintain their hedge fund allocations with about a third planning to increase them. Only 13 percent of respondents said…