-Did the performance turned in by the investment manager underperform or outperform the S&P 500? By how much? Show your work.
|
Sector |
Portfolio Weighting |
(2) S&P Weighting |
(3) Differences in Weighting |
(4) Portfolio Return |
(5) S&P Return |
(6) Sector Over- or Under Performance |
(7) = (3) x (6) Sector Allocation Contributions |
|
Telecommunications Services |
3.10% |
5.90% |
A. (2.80%) |
2.50% |
3.10% |
K. (-0.60%) |
U. (-1.68%) |
|
Utilities |
7.50% |
3.80% |
B. 3.70% |
3.10% |
1.90% |
L. 1.20% |
V. 4.44% |
|
Information Technology |
14.30% |
17.90% |
C. (-3.60%) |
4.90% |
3.20% |
M. 1.70% |
W. (6.12%) |
|
Materials |
6.30% |
3.70% |
D. 2.60% |
4.80% |
5.10% |
N. (-0.50%) |
X. (1.30%) |
|
Financials |
13.40% |
17.10% |
E. (-3.70%) |
6.20% |
4.80% |
O. 1.40% |
Y. (5.18%) |
|
Consumer Discretionary |
12.70% |
13.50% |
F. (-0.80%) |
2.10% |
4.00% |
P. (-1.90%) |
Z. 1.52% |
|
Industrials |
14.10% |
11.90% |
G. 2.20% |
4.90% |
3.10% |
Q. 1.80% |
AA. 3.96% |
|
Energy |
8.40% |
8.00% |
H. 0.40% |
3.70% |
8.60% |
R. (-4.90%) |
BB. (-1.96%) |
|
Healthcare |
15.30% |
11.70% |
I. 3.60% |
9.80% |
5.70% |
S. 4.10% |
CC. 14.76% |
|
Consumer Staples |
4.90% |
6.50% |
J. (-1.60%) |
1.50% |
13.20% |
T. (-11.70%) |
DD. 18.72% |
| Sector | portfolio Weighting (1) | S & P Weighting (2) | Differences in weighing (3) | Portfolio Return (4) | S & P return (5) | Portfolio Absolute Performance (1*4) | S & P Absolute Performance (2*5) |
| Telecommunication Services | 0.031 | 0.059 | A. -2.80% | 0.025 | 0.031 | 0.0008 | 0.0018 |
| Utilities | 0.075 | 0.038 | B. 3.70% | 0.031 | 0.019 | 0.0023 | 0.0007 |
| Information Technology | 0.143 | 0.179 | C. -3.60% | 0.049 | 0.032 | 0.0070 | 0.0057 |
| Materials | 0.063 | 0.037 | D. 2.60% | 0.048 | 0.051 | 0.0030 | 0.0019 |
| Financials | 0.134 | 0.171 | E. -3.70% | 0.062 | 0.048 | 0.0083 | 0.0082 |
| Consumer Discretionery | 0.127 | 0.135 | F. -0.80% | 0.021 | 0.04 | 0.0027 | 0.0054 |
| Industrials | 0.141 | 0.119 | G. 2.20% | 0.049 | 0.031 | 0.0069 | 0.0037 |
| Energy | 0.084 | 0.08 | H. 0.40% | 0.037 | 0.086 | 0.0031 | 0.0069 |
| Healthcare | 0.153 | 0.117 | I. 3.60% | 0.098 | 0.057 | 0.0150 | 0.0067 |
| Consumer Staples | 0.049 | 0.065 | J. -1.60% | 0.015 | 0.132 | 0.0007 | 0.0086 |
| TOTAL | 4.985% | 4.959% |
Through above analysis it can be seen that Portfolio outperformes the S & P by the difference of 0.026%
(4.985% - 4.959%).
-Did the performance turned in by the investment manager underperform or outperform the S&P 500? By...
Sector Portfolio Weighting (2) S&P Weighting (3) Differences in Weighting (4) Portfolio Return (5) S&P Return (6) Sector Over- or Under Performance (7) = (3) x (6) Sector Allocation Contributions Telecommunications Services 3.10% 5.90% A. (2.80%) 2.50% 3.10% K. (-0.60%) U. (-1.68%) Utilities 7.50% 3.80% B. 3.70% 3.10% 1.90% L. 1.20% V. 4.44% Information Technology 14.30% 17.90% C. (-3.60%) 4.90% 3.20% M. 1.70% W. (6.12%) Materials 6.30% 3.70% D. 2.60% 4.80% 5.10% N. (-0.50%) X. (1.30%) Financials 13.40% 17.10% E....
S Sector Portfolio Weighting (2) S&P Weighting (3) Differences in Weighting (4) Portfolio Return (5) S&P Return (6) Sector Over- or Under Performance (7) = (3) x (6) Sector Allocation Contributions T Telecommunications Services 3.10% 5.90% A. (2.80%) 2.50% 3.10% K. (-0.60%) U. (-1.68%) U Utilities 7.50% 3.80% B. 3.70% 3.10% 1.90% L. 1.20% V. 4.44% I Information Tech 14.30% 17.90% C. (-3.60%) 4.90% 3.20% M. 1.70% W. (6.12%) Materials 6.30% 3.70% D. 2.60% 4.80% 5.10% N. (-0.50%) X. (1.30%)...
Fill in the missing values in the table above for a quarterly comparison of sectors with the S&P 500 Index. Remember when performing calculations that the numbers shown are percentage values. Record your answers as percentage values to two decimal places. Sector Portfolio Weighting (2) S&P Weighting (3) Differences in Weighting (4) Portfolio Return (5) S&P Return (6) Sector Over- or Under Performance (7) = (3) x (6) Sector Allocation Contributions Telecommunications Services 3.10% 5.90% A 2.50% 3.10% K U...