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Introducing Active Management
创建日期：2024-09-12 15:29:40
所属分类：金融Finance
标签： Management
Introducing Active Management

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Introducing  Active   Management

1.What is the difforcnce betwoxmactive and psusslve portfolio manpmcnt?Whatarethoanguments in fnor of esch?

2.Defne andoompute stive weightsrelativetoa given benchmark.

3.Describe the differeoos betmcen the fundamental and quantitative approsbhes to stock sclection.  How canthediflerenosbetwren these approaches beobserved in the typical portfolio hokdings?In wbat was is the fuodamentalapprouchsupetior,aod in what wauys is the quautitative appronch sperlor?

4.Defne alpha and decribehow it is estinated.Why mustwe adopt a specific model of risk and   returnhn order to cakulatealpha?When asrssing a portlolo managert's petformae,why dowe care about alpha andbotthe overall return?

5.Whatis the defnition of swcthe retam?Why would we mcasare actlv return in placeof alpha? When will active rcturn andalphabe the snme?

6.Whatis trackingeror,how is it computed,and whywould aninwstorwantto measure it for an active portiolio?Islowertracking cror almuys beter?

7.What s the informa ion ratio andhowisrolated to the Sharpe ratio?What wouk be am outatanding IR for an quity portfolio?What would aceptable aod mediocrevales forIR be?

8.How is agoomctrle moancalealatod?How is a arithnocte msan caleulatod?Wly is a monstrle

mean pcdferreodwben cakalatingthe avenago roturn ofan asct oer some gienperiod of ioc?

 

Numerical  Problems

Owrthe past five years,Fund X gneratedl an aneragemonthly return of 1.6%.The portfodio is bench  matked totheRusell 1000and its betarelatiwe to the R10001s 1.16.Durlng the saime period,theR1000 had anawragemonthly return of 094%and the monthlyrisk-frcerate was 0.20%.

1.What arethe mouthly and ammal active return onFimd X?

2.Using CAPM as themodel for returns,what arethe monthly andanmalalpha onFundX? 3.Why is Fumd X's alpha les than its active return?

4.A marketneutral portfolio is one designed to be umcorrelated totheoguity market.This is achieved by chooslng weights so that the portfollo has abeta of zero.AQR operatesthe market neutral fund QMNIX Acording to CAPM,what is theappropriate beochmark for this fumnd?If the fund's awerage return is 5% anad the risk-teerate is 1%,what are the fand's act ive roturn and alpha?

 

 

 

 

5.The Fldelity FSLCX fiund hosan awrage returnof 13%,a tracking cror of 5%,and amn informatlon ratio of0.25.It's beochmark,the R2000,has a standad deviatioo of exots return equalto 22%.The

risk-froe rate is 2%,What istheShape ratio of the R20007    Ug the folloming setofretuns to answer tbe below qustious:

Perod Fund Y Bomchmark Risk-froe

 

8.0%

10.0%

1.0%

 

15.0%

9.0%

1.3%

3

-6.0%

-4.0%

1.8%

 

9.0%

9.0%

2.2%

 

22.0%

18.0%

2.0%

6

5.0%

7.0%

1.5%

6.What are thearithmctic avenige returns on Fund Y,itsbenchmark,and the risk-fre asgt? 7.What are the gpomctric average returns on Fund Y,itsbenchmark,and the risk-frceaset?

8.What istbe cumulative returncurncdl if inwesting in Fund Y at the beginming of t=1 and holding throught=6?

9.What is totalrisk (standard deviation)of Fund Y's exces return? 10.What  isFund  Y'sSharperatio?

11.What is the tracking error associated with Fmd Y?

12.What is FundY's infone

Conccptunl  Qucstions

1.What is the difforcnce betwoxmactive and psusslve portfolio manpmcnt?Whatarethoanguments in fnor of esch?

2.Defne andoompute stive weightsrelativetoa given benchmark.

3.Describe the differeoos betmcen the fundamental and quantitative approsbhes to stock sclection.  How canthediflerenosbetwren these approaches beobserved in the typical portfolio hokdings?In wbat was is the fuodamentalapprouchsupetior,aod in what wauys is the quautitative appronch sperlor?

4.Defne alpha and decribehow it is estinated.Why mustwe adopt a specific model of risk and   returnhn order to cakulatealpha?When asrssing a portlolo managert's petformae,why dowe care about alpha andbotthe overall return?

5.Whatis the defnition of swcthe retam?Why would we mcasare actlv return in placeof alpha? When will active rcturn andalphabe the snme?

6.Whatis trackingeror,how is it computed,and whywould aninwstorwantto measure it for an active portiolio?Islowertracking cror almuys beter?

7.What s the informa ion ratio andhowisrolated to the Sharpe ratio?What wouk be am outatanding IR for an quity portfolio?What would aceptable aod mediocrevales forIR be?

8.How is agoomctrle moancalealatod?How is a arithnocte msan caleulatod?Wly is a monstrle

mean pcdferreodwben cakalatingthe avenago roturn ofan asct oer some gienperiod of ioc?

 

Numerical  Problems

Owrthe past five years,Fund X gneratedl an aneragemonthly return of 1.6%.The portfodio is bench  matked totheRusell 1000and its betarelatiwe to the R10001s 1.16.Durlng the saime period,theR1000 had anawragemonthly return of 094%and the monthlyrisk-frcerate was 0.20%.

1.What arethe mouthly and ammal active return onFimd X?

2.Using CAPM as themodel for returns,what arethe monthly andanmalalpha onFundX? 3.Why is Fumd X's alpha les than its active return?

4.A marketneutral portfolio is one designed to be umcorrelated totheoguity market.This is achieved by chooslng weights so that the portfollo has abeta of zero.AQR operatesthe market neutral fund QMNIX Acording to CAPM,what is theappropriate beochmark for this fumnd?If the fund's awerage return is 5% anad the risk-teerate is 1%,what are the fand's act ive roturn and alpha?

 

 

 

 

5.The Fldelity FSLCX fiund hosan awrage returnof 13%,a tracking cror of 5%,and amn informatlon ratio of0.25.It's beochmark,the R2000,has a standad deviatioo of exots return equalto 22%.The

risk-froe rate is 2%,What istheShape ratio of the R20007    Ug the folloming setofretuns to answer tbe below qustious:

Perod Fund Y Bomchmark Risk-froe

 

8.0%

10.0%

1.0%

 

15.0%

9.0%

1.3%

3

-6.0%

-4.0%

1.8%

 

9.0%

9.0%

2.2%

 

22.0%

18.0%

2.0%

6

5.0%

7.0%

1.5%

6.What are thearithmctic avenige returns on Fund Y,itsbenchmark,and the risk-fre asgt? 7.What are the gpomctric average returns on Fund Y,itsbenchmark,and the risk-frceaset?

8.What istbe cumulative returncurncdl if inwesting in Fund Y at the beginming of t=1 and holding throught=6?

9.What is totalrisk (standard deviation)of Fund Y's exces return? 10.What  isFund  Y'sSharperatio?

11.What is the tracking error associated with Fmd Y?

12.What is FundY's infone


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MAS316/414 ACCT2522 MSIN0181 ATMS 201 COMP3425 MATH7861 SOLA2060 MA 325 7CCEMCTH ECON 432 INFT2051 SOLA 2060 ECOS2002 Stats141XP BIOA02H3 S2022 MA4601 K5 COMP5329 EG 284 IB3A70 WECO1020 COMP3027 Energy ACS61011 MAST20026 STAT 533 MATA31 ENVS257 BEM2031 EC 486 COMP0172 CS3214 EECE5644 IB2B20 COSC2536 COSC1147 COMP6214 5CCM242A COMP0130 AMME2000 MTMG50: EG238 ACF6006 QBUS2810 COSC2391 ECON7560 MATH377 STA305 CS 486 COMP1117B EL648 ELEC3909 ECON 241 COMP 4901W BUSI4428 ENEN20002 ENGN4524 ELEC3115 CSC 413 PSYC 100B ECON1002 MATH256 ANSC20005 MTHS2008 MATH40082 COSC 2406 FIT3174 STA 238 CMT202 Differential Equations MTHM017 GARCH 101 MATH2069 CSC336S ACSC12 ETF2121 CEME 2001 DB B474F ARHT1001 EECS 3311 3220 STATS 786 CS 484 COMP20008 MATH4091 ECE 455 CSCI 204 BUS B200F BA 875 BU5562 COSC 1147 X11 GEOG 101 IMM250F CSE 584A MATH38172 LAB 4 ELEC5882M FINS5523 EE 430 COMP 465 6CCS3PRE 7CCSMNSE FINANCE ACMB02H3 ENGG2112 ELEC5616 SCM B371 CHEM3120 CS22 ECMT2130 MAST30011 ADSPBF706 CENG0013 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