User Account

All Pages

Calculate the annualised return of the portfolio

Assignment Help Finance Basics
Reference no: EM133122464

Consider the following table which provides a comparison of the returns for a portfolio and its benchmark. Note: the numbers in red are negative.

Year

Portfolio Return

Benchmark Return

0

 

 

1

22.65%

22.59%

2

8.97%

9.08%

3

-32.51%

-30.44%

4

23.07%

18.87%

5

49.66%

46.22%

Return

 

 

Alpha

 

 

Sum

 

 

Tracking Error

 

 

Information Ratio

 

 

Required

  1. Calculate the annualised return of the portfolio and the benchmark in percentage terms to 2 decimal places.
  2. Calculate the portfolio alpha in percentage terms to 2 decimal places.
  3. Calculate the tracking error of the portfolio in percentage terms to 2 decimal places.
  4. Calculate the information ratio of the portfolio to 2 decimal places.

Reference no: EM133122464

Questions Cloud

What is the maximum amount of mortgage loan : What is the maximum amount of mortgage loan you can take out? (Hint: you need to figure which TVM element you need to calculate here)
Either started collecting data with client organization : You have either started collecting data with the client organization or you will start collecting it soon.
Expected compound return on portfolio : Consider that you have $3,787,102 to invest across three assets using the price weighted methodology and that your analysis of these assets provides the informa
How much is the share premium from treasury shares : On June 1, 2021, MLE reacquired 35,000 ordinary shares at $30. How much is the Share Premium from treasury Shares of MLE Company
Calculate the annualised return of the portfolio : Consider the following table which provides a comparison of the returns for a portfolio and its benchmark. Note: the numbers in red are negative.
Processes can have positive influence on team performance : Which team processes can have a positive influence on team performance? Which processes can have negative effects?
Conduct an heuristic evaluation of a paper prototype : Getting systematic feedback on your paper prototypes - Conduct an heuristic evaluation of a paper prototype
What is the quantity of units that the company has to sell : What is (i) the quantity of units that the company has to sell to earn the target net income, and (ii) the degree of operating leverage of the company
What is the effective annual interest rate : You just got a credit card with a 20.99% APR. The credit card issuer tells you in the agreement that the interest on your outstanding balance is compounded dail

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd