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哈密瓜 · 2025年02月07日

从哪里可以判断是absolute角度、排除relaitve 角度？

  1. CFA III
  2. Trading&Performance

NO.PZ2022122701000022

问题如下：

Steve Beckman manages the Global Equity Fund (Fund) at NavalMemes Asset Management. Beckman uses a top-down investment approach that utilizes technical analyses and econometric models to forecast country and sector return expectations. Beckman does not take idiosyncratic risks, and he hedges the aggregate market risk of the Fund. The Fund seeks a target rate of return (minimum acceptable return) of T-bill return plus 4%.

Recommend the risk attribution approach best suited in evaluating the Fund.

选项：

解释：

Steve Beckman manages the Global Equity Fund as a top-down manager with an absolute return target. Using a factor’s marginal contribution to total risk and specific risk is the best approach to evaluate the Fund.

从哪里可以判断是absolute角度、排除relaitve 角度？

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1 个答案

王暄_品职助教 · 2025年02月08日

Steve Beckman管理的Global Equity Fund寻求一个最低可接受回报率，即T-bill回报加4%。这表明基金有一个绝对的回报目标，而不是相对于某个基准的表现，因此是从absolute角度进行评价，而不是relative角度。

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