It is very important for a company to identify the associated risks, understand the causes of risks and find out the way to minimize the risks and how these can affect the required return by investors in order to achieve its objectives.
The objective of this report is to consider and calculate the return and risks characteristics of the two investment funds managed by Thompson Asset Management. Information through standard deviation, correlation, beta calculation, Sharp ratio, Treynor ratio Jensen's Alpha, Tracking Error and Information Ratio have been obtained to prepare the report.
Table of Contents
Introduction:
Executive Summary:
Return and risk characteristics of ProIndex fund
Risk and return features of ProValue fund and compare with S&P 400
Different level of investment in the ProValue fund:
Active Vs Passive Investment
Active investment
The benefits of active investment
The drawbacks of Active Investment
Passive Investment:
The benefits of passive investment
The drawbacks of Passive Investment
Appendix:1
Appendix:2
Appendix:3
Appendix:4
Appendix:5
Appendix:6
Appendix:7
Appendix:8
Referrences:
- Quote paper
- Md Kamrul Islam (Author), 2015, Portfolio Management. Return and risk evaluation, Munich, GRIN Verlag, https://www.grin.com/document/461501
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