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欢欢 · 2021年12月19日

a为什么不对?不也说exceed US$3 million,这个不算有基准对比吗

NO.PZ2015121801000123

问题如下:

Which of the following is best characterized as a relative risk objective?

选项:

A.

Value at risk for the fund will not exceed US$3 million.

B.

The fund will not underperform the DAX by more than 250 basis points.

C.

The fund will not lose more than 2.5 million in the coming 12-month period.

解释:

B  is correct.

The reference to the DAX marks this response as a relative risk objective. Value at risk establishes a minimum value of loss expected during a specified time period at a given level of probability. A statement of maximum allowed absolute loss (2.5 million) is an absolute risk objective.

如题。。。。。。。。。。。。。

1 个答案

Kiko_品职助教 · 2021年12月20日

嗨,从没放弃的小努力你好:


A的意思是基金的风险价值不超过3m,这不是有基准对比,这只是一个大约的数字。有基准对比指的是有一个benchmark,比如说:比标普500高2%的收益率。

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