Attribution - Contribution Equity 70.00% 60.00% 10.00%...

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Performance Attribution Example Bogey Performance Asset Benchmark Weight Index Return Equity 60.00% 5.81% Bonds 30.00% 1.45% Cash 10.00% 0.48% Total 3.97% Managed Portfolio Performance Asset Asset Weight Index Return Equity 70.00% 7.2800% Bonds 7.00% 1.8900% Cash 23.00% 0.4800% Total 5.34% Excess return 1.37% Asset Allocation Contribution Asset Allocation Contribution Actual Weight Benchmark Weight Excess Weight Benchmark Return
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Unformatted text preview: Contribution Equity 70.00% 60.00% 10.00% 5.81% 0.58% Bonds 7.00% 30.00%-23.00% 1.45%-0.33% Cash 23.00% 10.00% 13.00% 0.48% 0.06% Total 0.31% Security Selection Contribution Port Return Benchmark Return Excess Return Actual Weight contribution Equity 7.2800% 5.81% 1.47% 70.00% 1.03% Bonds 1.8900% 1.45% 0.44% 7.00% 0.03% Total Err:522...
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This note was uploaded on 09/27/2010 for the course BUSINESS 6F:111 taught by Professor Tongyao during the Spring '09 term at University of Iowa.

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