Horizon return

Horizon return

Total return over a given horizon.

Horizon Return

A discounted, total return on an investment or portfolio over a given time frame, called a horizon. For example, one might calculate the return on an investment over its first year or first five years, etc. See also: Horizon analysis.
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While yield to call can look attractive under certain circumstances, buyers should take into consideration the lower reinvestment rates that will be offered for subsequent investments and should calculate an overall horizon return.
The concept of horizon return, which encompasses all of the potential sources of dollar return and which may be different from maturity value, is introduced.
Venture Economics' US Private Equity Performance Index(PEPI) Investment Horizon Return as of 9/30/01 Fund Type 3 Mo 6 Mo 1 Yr 3 Yr 5 Yr 10 Yr 20 Yr Early/Seed VC -12.
For bank investment and trust-services professionals, InSite offers full bond descriptions and historical data, real-time Treasury prices, major market indices, price/yield calculations, swap and horizon return analyses, real-time portfolio valuations, historical data, legal security descriptions and full news stories via the Internet.
9% 1-year horizon return, followed by balanced stage venture funds with 122.
For the first time since Venture Economics began tracking private equity performance in 1969, one-year horizon returns for all venture capital funds shattered prior year records, achieving a 146.
Two new analytic functions were released in early May in the latest BondVu version - Horizon Return Analysis and Swap Analysis.
As the figure shows, uncertainty about predictable returns cuts the increase in stock allocation from one to ten years in half In addition to the positive correlation of returns due to learning about their mean mentioned above, uncertainty about the true amount of predictability adds to the risk (including parameter risk) of longer horizon returns.
Despite the short term swing, the ten and twenty year horizon returns remained constant for venture capital for the period ending 03/31/2005 at 25.
The ten and twenty year horizon returns for venture capital for the period ending 12/31/2004 were 26.
Venture Economics' US Private Equity Performance Index (PEPI) Investment Horizon Returns as of 06/30/2001 Calculation Type: Pooled IRR 3 6 1 3 5 10 20 Fund Type Months Months Year Year Year Year Year Early/Seed -3.
The five-, ten- and twenty-year horizon returns for venture capital in the quarter were 10.