Problem 4 2. What would you say about the portfolio's exposure and results to Information Technology and Financials? Write your answer in the space provided in Board 4 5 Performance Attribution. Total Return of fund v. Benchmark index Sector Selection Stock Selection Total 2016 2017 2018 2016 2017 2018 2016 2012 Average Weight Over Time Period Fund Benchmark Variance 6 2018 2 0.55 9 10 11 -24 4X 17 Healthcare 2.35 Information Technology 1.10 Consumer Discretionary (1.10) Financials 0.25) Industrials 0.60 Consumer Staples 1.20 Real Estate 0.68) Materials 0.22 Energy 0.15 TOTAL 3.59 0.24 0.95 (0.45) (0.65) 10.24) 0.75 0.27 0.11 0.32 1 30 (1.75) 1.35 0.20 (0.42) 0.74 (0.10) 0.10 (0.05) 10.10) 10.03 (0.14) (0.05) 0.75 0.37 0.22 0.10 10.85) (0.05) 0.44 0.80 0.27 (0 22) 0.95 0.60 0.16 10.75) 0.75 024) 0.63 2.15 2.22 1.05 20.35 0.12 0.82 1 30 (1.53) 0.17 0.59 4.39 (0.38) 0.42 0.36 0.08 (1.20) 0.12 10.19) 10.07) 0.31) 0.51 0.73 0.50 (0.05) 10.01) 0.00 102 10.13) 0.95 3.45 (1.20) 0.97 0.62 10.06) 0.82 (130) 0.22 10:24) 10.17) (034) 12 21 IN 19% 9x SX 4% 12% 10N 100N 15% 17 10% 15 10% 7 8X 10N 8X 100% 13 15 2N 2 ON 16 17 18 19 20 Problem 4 2. What would you say about the portfolio's exposure and results to Information Technology and Financials? Write your answer in the space provided in Board 4 5 Performance Attribution. Total Return of fund v. Benchmark index Sector Selection Stock Selection Total 2016 2017 2018 2016 2017 2018 2016 2012 Average Weight Over Time Period Fund Benchmark Variance 6 2018 2 0.55 9 10 11 -24 4X 17 Healthcare 2.35 Information Technology 1.10 Consumer Discretionary (1.10) Financials 0.25) Industrials 0.60 Consumer Staples 1.20 Real Estate 0.68) Materials 0.22 Energy 0.15 TOTAL 3.59 0.24 0.95 (0.45) (0.65) 10.24) 0.75 0.27 0.11 0.32 1 30 (1.75) 1.35 0.20 (0.42) 0.74 (0.10) 0.10 (0.05) 10.10) 10.03 (0.14) (0.05) 0.75 0.37 0.22 0.10 10.85) (0.05) 0.44 0.80 0.27 (0 22) 0.95 0.60 0.16 10.75) 0.75 024) 0.63 2.15 2.22 1.05 20.35 0.12 0.82 1 30 (1.53) 0.17 0.59 4.39 (0.38) 0.42 0.36 0.08 (1.20) 0.12 10.19) 10.07) 0.31) 0.51 0.73 0.50 (0.05) 10.01) 0.00 102 10.13) 0.95 3.45 (1.20) 0.97 0.62 10.06) 0.82 (130) 0.22 10:24) 10.17) (034) 12 21 IN 19% 9x SX 4% 12% 10N 100N 15% 17 10% 15 10% 7 8X 10N 8X 100% 13 15 2N 2 ON 16 17 18 19 20