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标题: Quiz: performance attribution [打印本页]

作者: joehogue 时间: 2011-7-13 13:29 标题: Quiz: performance attribution

Macro Performance: At fund sponsor level, rate-of-return and value metric
T/F?

Micro Performance: At fund sponsor level, rate-of-return and value metric
T/F?

'extracted from qbank'

作者: infinitybenzo 时间: 2011-7-13 13:29

darkstar Wrote:
-------------------------------------------------------
> T,F

That's what I chose, but it was wrong....

作者: bpdulog 时间: 2011-7-13 13:29

so, what was the correct answer?

作者: bodhisattva 时间: 2011-7-13 13:29

T, T
Qbank says Macro performance is carried out at the fund sponsor level, micro performance at the investment manager level. Both rate-of-return (percentage terms) and value metrics (monetary terms) are used.

Someone explains it?

Edited 1 time(s). Last edit at Tuesday, May 31, 2011 at 12:33AM by hellscream.

作者: Zestt 时间: 2011-7-13 13:29

anyone to help?

作者: mp3bu 时间: 2011-7-13 13:29

I'd say it must be an error in Qbank. In all of the examples I've seen, micro attribution is done at the investment manager level and only gives you rate of return metrics, not value metrics. So it has to be T,F.

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