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willsucceed

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tT
发表于 2011-7-11 19:14 | 只看该作者

within-sector allocation

across, secret, returns, allocation, security
i swear i'm going bananas.

when calculating the returns attributable to within-sector (i.e. security selection) do I use the benchmark weights or the portfolio weights?

maybe i'm just losing my mind but i feel like i've seen it both ways across qbank, secret sauce, CFAI, and schweser notes.

 

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nannan66

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2#
发表于 2011-7-11 19:14 | 只看该作者
mcap11 Wrote:
-------------------------------------------------------
> Portfolio Weight of Sector (Portfolio return of
> Sector - BM return for that Sector)


I believe it's benchmark weight.

NO EXCUSES

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cityboy

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3#
发表于 2011-7-11 19:14 | 只看该作者
its benchmark weight

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Windjammer

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4#
发表于 2011-7-11 19:14 | 只看该作者
always remember peanut_butter

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justin88

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5#
发表于 2011-7-11 19:14 | 只看该作者
The reason you are confused is because it is presented two different ways.

In normal decomp, it is benchmark

in GLOBAL decomp, it is portfolio weight.

The formula is exactly the same other than this.

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Chuckrox

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6#
发表于 2011-7-11 19:14 | 只看该作者
the most annoying thing is that even though i stone cold memorized a formula that is a page wide when written down and can recite it from memory on command like fkn rainman, I still usually miss the problems related to this the way they ask them.

ugh.

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susana

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7#
发表于 2011-7-11 19:14 | 只看该作者
Oops my drawing got all messed up but hope you get the idea

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zwjy

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8#
发表于 2011-7-11 19:14 | 只看该作者
he is saying there will be no more than 1 item set on it, which is likely true. In actuality, they might ask 1-2 questions on it specifically.

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Iginla2011

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9#
发表于 2011-7-11 19:14 | 只看该作者
SS17 is way too detailed oriented for only 5% of the exam, especially reading 47 where we have to calculate the currency contribution, cap gains, etc

Might have to just hope for some lucky guesses on this part of the exam

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