标题: core-satellite portfolio is any combo with index? [打印本页] 作者: Carson 时间: 2011-7-11 19:21 标题: core-satellite portfolio is any combo with index?
From the Mock, it seems like you can have 4 different funds and as long as just ONE of them has an allocation to a fund with 0 tracking risk (Even if it is a 1% allocation), it counts as a core-satellite approach.
Ex) Portfolio totals 100% allocated between 4 funds, is this considered core satellite?
Fund 1- 50% Tracking risk= 3%
Fund 2- 30%Tracking risk= 6%
Fund 3- 19%Tracking risk= 9%
Fund 4- 1% Tracking risk= 0%
This is considered a core-satellite portfolio right? Pretty weak question if you ask me.作者: Analyze_This 时间: 2011-7-11 19:21
SkipE99 Wrote:
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> From the Mock, it seems like you can have 4
> different funds and as long as just ONE of them
> has an allocation to a fund with 0 tracking risk
> (Even if it is a 1% allocation), it counts as a
> core-satellite approach.
>
> Ex) Portfolio totals 100% allocated between 4
> funds, is this considered core satellite?
>
> Fund 1- 50% Tracking risk= 3%
> Fund 2- 30%Tracking risk= 6%
> Fund 3- 19%Tracking risk= 9%
> Fund 4- 1% Tracking risk= 0%
>
>
> This is considered a core-satellite portfolio
> right? Pretty weak question if you ask me.
b b b b ut that the very def of the core satellite strat
one portfolio with zero tracking risk acts as the core
and the others are satellitles actively managed作者: nannan66 时间: 2011-7-11 19:21
"satellite (stl-t)
1. A small body in orbit around a larger body."
Im just sayin.....作者: oneboy 时间: 2011-7-11 19:21
will you sing dave matthews to me now skipE? also, hit me with an email offline- mine at g to the mail if you wouldn't mind.作者: lcw77 时间: 2011-7-11 19:21
How can something be CORE at only a 1% weighting??
Terrible question.作者: Zestt 时间: 2011-7-11 19:21
From my practice questions & vague memory I always understood that core is the index and enhance index strategies..... and the satalites are the active managers.
Anyone care to confirm this??作者: IAmNeil 时间: 2011-7-11 19:21
Soccertom9 Wrote:
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> From my practice questions & vague memory I always
> understood that core is the index and enhance
> index strategies..... and the satalites are the
> active managers.
>
> Anyone care to confirm this??
That is correct. I don't believe it gives a hard percentage of what amout should constitue the core. The 2011 Mock had a small core amount of only 20%. I'm going to go with the thinking that 20% is the mimimum amount.
