Portfolio Analysis - $1,400 $1,200 $1,000 $800 $600 $400...

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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 $0 $200 $400 $600 $800 $1,000 $1,200 $1,400 Day Market Value (x1000)
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Day
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Equity 70% Mutual 20% Bonds 5% Cash 5%
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Equity 65% Mutual 15% Bonds 15% Cash 5%
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1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 -15% -10% -5% 0% 5% 10% 15% Column F Column E
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-15% -10% -5% 0% 5% 10% 15%
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0% 5% 10% 15% 20% -1% 0% 1% 2% 3% 4% 5% 6% 7% Risk vs. Return Analysis Total Portfolio Income & Growth Allocation Model S&P 500 Total Return Russell 3000 US Treasury Bill 30 Days ML US Broad Market Bond Index Standard Deviation (%) Average Return (%)
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1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 $0 $50,000 $100,000 $150,000 $200,000 $250,000 $300,000 $350,000 $400,000 $450,000 $500,000 Day Portfolio Value (x1000)
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Day
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Asset Allocation Target Allocation Equity Size and Style Type % Type % Type % Equity 70% Equity 65% Small/Mid Cap Value 5% Mutual 20% Mutual 15% Small/Mid Cap Growth 5% Bonds 5% Bonds 15% Large Cap Value 30% Cash 5% Cash 5% Large Cap Growth 60% Portfolio Cash Flows and Performance Opening BalInvestment Earnings Closing Balance Week 1 Week 2 Week 3 Week 4 Week 5 Week 6 Week 7 Week 8 Week 9 Week 10 Week 11 Week 12 Risk vs Return Analysis Average AnnStandard Deviation Total Portfoli -0.6% 2.6% 3.9% 7.5% 1.9% 17.9% Russell 3000 3.5% 18.9% 3.0% 1.0% 6.5% 3.9% Income & Growth Allocation Model S&P 500 Total Return US Treasury Bill 30 Days ML US Broad Market Bond Index
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Fixed Income (bonds) Type % Short Term B 75% Int. Term Bo 25%
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Date Portfolio Value 10-yr T-bill Daily Return Return Deviation Squared Devation Product of Deviation Portfolio Market Portfolio
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This note was uploaded on 09/08/2010 for the course BUS 172A at San Jose State University .

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Portfolio Analysis - $1,400 $1,200 $1,000 $800 $600 $400...

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