Portfolio evaluation.

CFA Level III Portfolio Management
#1

Dear all

Pls help I’m stuck schweser vol 5 page 74 benchmark return and following where they say they used the formulas from page 72 to calculate the return of Brice Pension Fund

On previous page we have macro attribution analysis for Brice pension fund to which these statements refer.

Can someone pls advise on the calculations for Benchmarks and following ?

#2

not really sure what you are asking. But as you pointed out the formulas and breakdown of components are right on page 72.

are you asking how they came up with .28%?

#3

Yes … but also the 3.33% etc

#4

I see the formulas but can’t get my head around the numbers used

#5

Could someone kindly tell me how the 0.28% was calculated?