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西红柿面 · 2023年05月19日

被动投资需要BenchMark吗？

  1. CFA I
  2. Equity

NO.PZ2022061307000035

问题如下：

Question For portfolio managers of passive funds, market indexes are least useful as:

选项：

A.proxies to measure systematic risk. B.benchmarks for portfolio performance attribution. C.tools to develop exchange-traded funds for non-accessible markets.

解释：

Solution

B is correct. Market indexes are used as benchmarks for actively managed portfolios, which is not relevant to passively managed funds.

A is incorrect. Market indexes are used as proxies to measure systematic risk. The use is relevant to passively managed funds.

C is incorrect. Market indexes are used as model portfolios to develop new ETFs. The use is relevant to these portfolio managers as some emerging markets are not easily accessible for direct investments.

如题


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王园圆_品职助教 · 2023年05月19日

被动投资，是指按照市场指数的构成来进行投资，但是由于市场指数一般包含的股票数量可能特别大，且调整权重可能很频繁

而被动投资毕竟资金有限，可能就不能购买市场指数中的所有股票，或是调整权重不能做到那么及时准确

所以被动投资最好的benchmark就是其追踪的市场指数，只有表现和市场指数高度一致，才能说明追踪的比较好，这个被动投资做的比较成功

你由兴趣可以看看中国基金市场不同的基金公司是不是都有追踪沪深300指数的基金，他们的投资表现是不是没法做到和指数完全一致，就可以理解了

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