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Project #1 This project requires you to analyze performance, correlation, and expenses for Exchange Traded Funds (ETFs). You will need to download data and perform

Project #1

This project requires you to analyze performance, correlation, and expenses for Exchange Traded Funds (ETFs). You will need to download data and perform some calculations. Below is a list of Vanguard ETFs:

Ticker:

Asset Class:

Expense Ratio

Comparable ETF

Comparable ETF Expense Ratio

10-year Monthly

Correlation

BLV

Long-Term Bond

.07%

ILTB

.06%

3.03%, 2.90%

BSV

Short term bond

.04%

SCHO

.06%

VUG

Vanguard growth

.06%

QQQ

.2%

VTV

Vanguard value

.04%

SCGV

.04%

VOO

Vanguard S&P 500

.03%

SCHX

.03%

VO

Vanguard mid cap

.04%

IWR

.19%

VB

Vanguard small cap

.05%

SCHA

.04%

  1. For each of the ETFs, identify distribution of assets and the top 10 holdings based on percentage of assets.

  1. For each of the above ETFs you will need to download the last 10 years of monthly price data (can use YahooFinance). Transform the price data into monthly returns. Calculate for each ETF:
    1. Arithmetic Return
    2. Geometric Return
    3. Standard Deviation

Ticker:

Arithmetic Return

Geometric Return

Standard Deviation

BLV

BSV

VUG

VTV

VOO

VO

VB

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