 |  Investments, 4th Canadian Edition, 4/e Zvi Bodie,
Boston University School of Management
Alex Kane,
University of California, San Diego
Alan Marcus,
Boston College
Stylianos Perrakis,
Concordia University
Peter Ryan,
University of Ottawa
Portfolio Management Techniques
Excel Problems| Prepared by William Lim, University of New Brunswick. Attribution Analysis -  Click here to download the spreadsheet (40.0K) The performance attribution spreadsheet develops the attribution analysis that is very similar to the analysis presented in the text. Additional data can be used in the analysis of performance for other sets of portfolios. The base model can be used to partition performance on mutual funds and other managed portfolios. Problem
Analyze the performance of the managed portfolio using the bogey portfolio that is in the performance attribution model. The relevant information is listed below. Overall Performance: | Managed Portfolio Component | | Portfolio Weight | Actual Return | | Equity | | 0.75 | 6.5000% | | Bonds | | 0.12 | 1.2500% | | Cash | | 0.13 | 0.4800% |
Equity Sector Allocations: | Sector | Weights in Portfolio | | Basic Materials | 0.02 | | Business Service | 0.05 | | Capital Goods | 0.1 | | Consumer Cyclical | 0.05 | | Consumer Noncyclical | 0.25 | | Credit Sensitive | 0.25 | | Energy | 0.18 | | Technology | 0.1 |
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2003 McGraw-Hill Higher Education