Year-to-date, the return spread between the market-cap-weighted S&P 500 and its equal-weight counterpart is 10%. Some market participants view the outperformance of large caps as a sign of market ...

Each month, I provide an update to my four dividend growth model portfolios that includes portfolio beta and other volatility-adjusted metrics, such as the Sharpe Ratio. Recently, I was asked by a few ...

The absolute performance of a pair of stocks, sectors, or factors can be deceiving. The relative performance of the same two securities can vastly differ from their absolute performance. We will use a ...

MBS went through an interesting Employment Friday. I know it’s hard to remember back after a long weekend (especially for N.E. fans), but the bond market sold off pretty substantially on Friday after ...

When you make a trade, there will be trading costs, but what’s the best way to measure those costs? The basic principle in TCA is to compare your achieved execution price to some observed benchmark, ...

Investing in funds requires a nuanced approach to ensure that your choices align with your financial goals and risk tolerance. One crucial method for evaluating a fund's effectiveness is comparing its ...

Persistent outperformance is one of the most sought-after characteristics of mutual funds and exchange-traded funds. Do top-performing funds show an ability to stay at the top year after year? Fund ...