Question
The Active Return of this portfolio is (ie., return of portfolio minus return of benchmark)? What is the Pure Selection of the Active return? What
The Active Return of this portfolio is (ie., return of portfolio minus return of benchmark)?
What is the Pure Selection of the Active return?
What is the Allocation of the Active Return?
Portfolio | Benchmark | ||||
Asset Classes | Weight at beginning of year | Return through the year | Weight at beginning of year | Return through the year | |
Cash | 10% | 0.5% | 6% | 0.1% | |
Domestic Bonds | 22% | 1.0% | 20% | 3.0% | |
Foreign Bonds | 10% | 3.0% | 15% | 2.0% | |
Domestic Equities | 17% | -0.5% | 14% | -0.1% | |
Foreign Equities | 12% | 1.0% | 16% | 4.0% | |
Mortages | 5% | 5.0% | 3% | 0.5% | |
Real Estate | 16% | 1.0% | 20% | 2.0% | |
Commodities | 4% | 12.0% | 4% | 10.0% | |
Private Equity | 3% | 2.0% | 1% | 1.0% | |
Hedge Funds | 1% | 1.0% | 1% | 3.0% | |
Total | 100.00% | 100.00% |
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Fixed Income Analysis
Authors: Barbara S. Petitt
5th Edition
1119850541, 978-1119850540
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