In a particular year, Hoosier Mutual Fund earned a return of 1% by making the following investments in asset classes: Weight Return Bonds 20 % 5 % Stocks 80 % 0 % The return on a bogey portfolio was 2%, calculated from the following information. Weight Return Bonds (Lehman Brothers Index) 50 % 5 % Stocks (S&P 500 Index) 50 % -1 % The contribution of asset allocation across markets to the Hoosier Fund's total abnormal return was

In a particular year, Hoosier Mutual Fund earned a return of 1% by making the following investments in asset classes: Weight Return Bonds 20 % 5 % Stocks 80 % 0 % The return on a bogey portfolio was 2%, calculated from the following information. Weight Return Bonds (Lehman Brothers Index) 50 % 5 % Stocks (S&P 500 Index) 50 % -1 % The contribution of asset allocation across markets to the Hoosier Fund's total abnormal return was

Essentials of Business Analytics (MindTap Course List)

2nd Edition

ISBN:9781305627734

Author:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Publisher:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Chapter3: Data Visualization

Section: Chapter Questions

Problem 6P: The file MutualFunds contains a data set with information for 45 mutual funds that are part of the...

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In a particular year, Galaxy Fund earned a return of 1% by making the following investments in asset classes: Weight Return Bonds 20 % 5 % Stocks 80 % 0 % The return on a bogey portfolio was 2%, calculated from the following information. Weight Return Bonds 50 % 5 % Stocks 50 % -1 % The contribution of asset allocation across markets to the Galaxy Fund's total excess return was Select one: A. -1.00%. B. 1.00%. C. 0.80%. D. -1.80%.
In a particular year, Aggie Mutual Fund earned a return of 15% by making the following investments in the following asset classes: Weight Return Bonds 10 % 6 % Stocks 90 % 16 % The return on a bogey portfolio was 10%, calculated as follows: Weight Return Bonds (Lehman Brothers Index) 50 % 5 % Stocks (S&P 500 Index) 50 % 15 % The contribution of selection within markets to total excess return was A. 3%. B. 5%. C. 4%. D. 1%.
Use this info to answer question 10, please don't answer 8: Use the following information to answer questions 8-10. In a particular year, the Pontipines Fund earned a return of 1% by making the following investments in asset classes: The return on a bogey portfolio was 2%, calculated from the following information: The total abnormal return on the Pontipines Fund's managed portfolio was: A) - 1.80% B) -1.00% C) 0.80% D ) 1.00% 10) The contribution of selection within markets to the Pontipines Fund's total abnormal return was: A) -1.80% B ) -1.00% C) 0.80% D) 1.00%
During 2021, HESTA super fund earned a return of 1% p.a. by making the following investments in asset classes: Weight Return(p.a.) Bonds 20% 5% Stocks 80% 0% The return on a benchmark portfolio was 2% p.a., calculated from the following information. Weight Return(p.a.) Bonds (ASX Index) 50% 5% Stocks (ASX Index) 50% -1% The contribution of asset allocation across markets to the HESTA Super fund's annual total abnormal return wa: ✓ -1.80%. -1.00%. 0.80%. The contribution of selection within markets to the HESTA Super fund's annual total abnormal return was 1.00%.
During the past 10 years, the percent returns on two mutual funds (aggressive and passive) expressed in percentages were as follows: Year Aggressive Fund Passive Fund-100% 2%-96% 2%-80% 2% -73% 4% -67% 3%-50% 2% 45% 4% 31% 3% 22% 2% Last Year 3% 4% Note that this is a sample of returns. a) Compute the expected return for the two funds. Round your answers to two decimal places. Aggressive = Number Passive = Number b) Compute the variance and standard deviation of the returns of the two funds. Round your answers to two decimal places. Variance: Aggressive = Number Passive = Number Standard Deviation:Aggressive = Number % Passive =Number %
Considering the following trading and performance data for 3 different equality mutual funds from JHancock asset management company for the year 2020: Emerging market fund Principal Balance Small Cap Fund Income Fund Average asset (RM' Mill) Security 310 655 520 40.1 570 575 Expenses ratio 0.35% 0.71% 1.65% Pre-tax return, 3-year 10.2% 11.1% 15.2% average Tax-adjusted return, 9.5% 8.91% 13.4% 3-year average i)Calculate the portfolio turnover ratio for each fund ii) Which fund is most likely to be actively managed and which is most likely to be passively managed? iii) Calculate the tax cost ratio for each fund iv) Determine which fund is the most and least tax efficient in their operations? Explain v) Explain what expenses ratio is and which portfolio is considered expenses efficient.
A stock Fund produced the following annualized results: Return = 17.5% Std Dev= 22% Beta = 1.05 Tracking Error vs. S&P 500: 3.2% (annualized) Over the same period, T-Bills returned 5%; the S&P returned 15% and had a std Dev = 25 The Fund's Information Ratio adjusted for beta is: O 0.781 O 0.625 O 0.568 O 0.60 O 1.055
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2. 3 4 Fund -1.3 +25.0 +41.0 +12.0 +0.4 Market index -1.0 +17.0 +32.0 +11.3 -0.8 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return Standard deviation а. Did Ms. Sauros do better or worse than the b. market index on these measures?
In a particular year, Salmon Arm Mutual Fund earned a return of 16% by making the following investments in asset classes: Weight return Bonds 20% 12% stocks 80% 17% The return on a bogey portfolio was 12%, based on the following: Weight Return Bonds(aggregate bond index) 60% 10% Stocks (S&P 500 index) 40% 15% The total excess return on the managed portfolio was __________.%
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4. Fund -1.3 +24.2 +40.2 +11.2 +0.4 Market index -0.7 +14.0 +31.2 +10.5 -0.5 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return a. Standard deviation Did Ms. Sauros do better or worse than the b. market index on these measures?
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4 5 Fund −1.2 +24.5 +40.5 +11.5 +0.3 Market index −1.0 +17.0 +31.5 +10.8 −0.8 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures?
Calculate the net asset value per share (NAVPS) for a mutual fund with the following values. Market value of securities in the portfolio $1.2 billion Liabilities of the fund $39.3 million Shares outstanding 52 million The NAVPS for this mutual fund is $ (Round your answer to the nearest cent.)