學門類別
最新個案
- Leadership Imperatives in an AI World
- Vodafone Idea Merger - Unpacking IS Integration Strategies
- V21 Landmarks Pvt. Ltd: Scaling Newer Heights in Real Estate Entrepreneurship
- Snapchat’s Dilemma: Growth or Financial Sustainability
- Did I Just Cross the Line and Harass a Colleague?
- Predicting the Future Impacts of AI: McLuhan’s Tetrad Framework
- Porsche Drive (A) and (B): Student Spreadsheet
- Porsche Drive (B): Vehicle Subscription Strategy
- TNT Assignment: Financial Ratio Code Cracker
- Winsol: An Opportunity For Solar Expansion
Tata Equity P/E Mutual Fund: Performance Measurement and Attribution
內容大綱
As a typical investor in India, you sought to attain reasonable growth in her capital with adequate diversification and low volatility in returns. It was suggested that you consider investing in mutual funds in order to obtain diversified exposure to India’s equity and debt markets. In particular, it was suggested that you invest in the Tata Equity P/E Fund, which had witnessed stellar performance in the recent past. However, before you can decide whether to invest in mutual funds, you must thoroughly understand the key features and their benefits and costs. You also need to identify specific sources of outperformance and to assess the fund’s true outperformance, actively attained after adjusting for risk.
學習目標
This exercise is suited for graduate and executive education courses in investment analysis and portfolio management. It provides students with the opportunity to closely study mutual fund performance evaluation and intends to serve the following objectives:<ul><li>Expose students to potential measurement issues in portfolio-performance evaluation.</li><li>Undertake a thorough performance-attribution analysis to identify specific sources of value addition by fund managers.</li></ul>