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The paper says currency traders can be judged by the returns generated per unit of risk, which is known as the Sharpe ratio.
CIT's manufactured housing loan portfolio has lagged the returns generated by CIT's core commercial lending activities, said Harriet Baldwin, an analyst at Deutsche Banc Alex. Brown.
For a large endowment fund with a seemingly conservative approach to investing, the returns generated by the £18bn Wellcome Trust are extraordinary.
Indeed, the returns generated by the endowment last year were far from ordinary: 23% versus an average rise of 17% for its peers.
This means that the returns generated by the fund come from a swap with a counterparty, often an affiliate of the fund manager.
The basic idea is that the guaranteed benefit could be reduced by more than the amount diverted into the personal accounts -- but that the returns generated for each worker by Wall Street would more than make up for the difference.
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These people's retirement income depends solely on the return generated by their pension funds; their employers are not liable to top up their pots if things go wrong.
The returns in the short positions are divided into two components: the return generated by the short position itself (the difference between the price at which the asset was sold and the price at which it was bought) and the return earned by the repo reverse which is known from the beginning of the investment horizon.
If asset prices do not follow a random walk, investor psychometrics leads the return generating process so that the historical sequence can predict future returns (Worthington and Higgs, 2006).
The 2007 presentation identified some of the best returns generated by the program.
Arcapita, previously known as First Islamic Bank, said it was attracted by the stable returns generated from the largely regulated business.
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