Spreadsheet-18-Performance

Spreadsheet-18-Performance - Old Attribution A 1 2 3 4 5 6...

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Old Attribution Chapter 18 Performance Attribution Bogey (Passive) Weight Return on Portfolio Portfolio Component Index Benchmark Index Return Equity 0.6 5.8100% 3.4860% Bonds Lehman Index 0.3 1.4500% 0.4350% Cash Money Market 0.1 0.4800% 0.0480% Total: C9 must = 1.00 1.00 Return on Bogey 3.9690% Managed (Active) Portfolio Actual Portfolio Portfolio Component Weight Return Return Equity 0.7 7.2800% 5.0960% Bonds 0.07 1.8900% 0.1323% Cash 0.23 0.4800% 0.1104% Total: C18 must = 1.00 1.00 Return on Managed 5.3387% Excess Return 1.3697% Agrees D69 Contribution of Asset Allocation Actual Weight Benchmark Excess Market Performance Market in Portfolio Weight Weight Return Contribution Equity 0.7 0.6 0.1 5.8100% 0.5810% Fixed Income 0.07 0.3 -0.23 1.4500% -0.3335% Cash 0.23 0.1 0.13 0.4800% 0.0624% Contribution of Asset Allocation 0.3099% Contribution of Selection Portfolio Index Excess Portfolio Performance Market Performance Performance Performance Weight Contribution Equity 7.2800% 5.8100% 1.4700% 0.7 1.0290% Fixed Income 1.8900% 1.4500% 0.4400% 0.07 0.0308% Contribution of Selection 1.0598% Sector Selection within Equity Sector Market Ret Weights in Weights in Difference in Sector Allocation Using Sector Sector Portfolio Weights Return Contribution Basic Materials 0.02 0.08 -0.06 6.4000% -0.4058% 0.01 Business Service 0.08 0.04 0.04 6.5000% 0.2431% 0 Capital Goods 0.02 0.08 -0.06 3.7000% -0.2194% 0 Consumer Cyclical 0.08 0.13 -0.04 8.4000% -0.3385%
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Spreadsheet-18-Performance - Old Attribution A 1 2 3 4 5 6...

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