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nuankaka · 2023年02月01日

这个2% variance 在哪里可以看出来

  1. CFA II
  2. Equity

* 问题详情，请 查看题干

NO.PZ202207040100000501

问题如下：

Which of the funds in Exhibit 2 has a style most consistent with that of its respective index?

选项：

A.Lunnar A

B.Lunnar B

C.Lunnar C

解释：

Solution

B is correct. Lunnar B has a style most consistent with its index. Holdings-based style analysis is generally more accurate than returns-based style analysis because it uses the actual portfolio holdings. With holdings-based style analysis, portfolio managers can see how each portfolio holding contributes to the portfolio’s style and verify that the style is in line with the stated investment philosophy. Returns-based style analysis is preferred when the full details of the portfolio are not available. Lunnar B’s holdings-based mix is closest to its index style (2% variance, compared with Lunnar A’s 7% and Lunnar C’s 4%).

A and C are incorrect for the reasons stated above.

请问这题 2% variance 在那里可以看呀？

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1 个答案

笛子_品职助教 · 2023年02月02日

嗨，努力学习的PZer你好：


请问这题 2% variance 在那里可以看呀？


这题并没有出现2%这个数字，这只是解析里举的例子。是受B的holding based mix更接近指数，例如它的variance更小。这个解析力的信息可以忽略。

这道题只要知道，holding based的分析要比return-based更加准确，就可以了。

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