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The table below presents data on the performance of a portfolio, which consists of global investments, as well as the reference portfolio during the last
The table below presents data on the performance of a portfolio, which consists of global investments, as well as the reference portfolio during the last month.
Country | Reference portfolio Weighting Rate | Weighting Rate portfolio | portfolio performance in each country | Reference Index Performance in each country |
Switzerland | 0,15 | 0,30 | 20% | 12% |
Japan | 0,30 | 0,10 | 15% | 15% |
USA | 0,45 | 0,40 | 10% | 14% |
Germany | 0,10 | 0,20 | 5% | 12% |
a. Calculate the total added value of the administrator's decisions for this period. b. Calculate the effect on the performance of allocation decisions in each country. c. Calculate the effect on performance from the selection of individual shares within countries.
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