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BENCHMARK MANAGER A MANAGER B Weight Return Weight Return Weight Return Stock 0.70 (4.70) 0.50 (3.90) 0.30 (4.70) Bond 0.20 (3.10) 0.20 (2.70) 0.40 (3.10)
BENCHMARK | MANAGER A | MANAGER B | ||||
Weight | Return | Weight | Return | Weight | Return | |
Stock | 0.70 | (4.70) | 0.50 | (3.90) | 0.30 | (4.70) |
Bond | 0.20 | (3.10) | 0.20 | (2.70) | 0.40 | (3.10) |
Cash | 0.10 | 0.30 | 0.30 | 0.30 | 0.30 | 0.30 |
Selection Effect | Allocation Effect | |
Manager A | 0.48 | ????? |
Looking for Allocation effect Manager A.
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