Question
I need help on how I will go about making my Bond management evaluating performance for my Active and Passive Portfolio (explanations for Credit ratings,
I need help on how I will go about making my Bond management evaluating performance for my Active and Passive Portfolio (explanations for Credit ratings, interest rates, Yield etc), the selection criteria for my bonds and quantitative measures with corresponding explanations of the following investment theories such as :
-Sharpe Ratio
-Treynor Ratio
-Jensens Alpha
-Information Ratio
-Coefficient of variation Ratio
-m2 Ratio
-Calmar
How will I evaluate the performances relative to my chosen benchmark and make graphs?
I need to cover both absolute and Relative performance Evaluations.
Explanations of performance differences between portfolio and benchmark using risk-adjusted and other techniques including:
- Tracking Error
- Attribution Analysis
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