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豆好 · 2023年09月24日

题目看不懂

  1. CFA III
  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.

前面的67%， 33% 这个数字什么意思

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1 个答案

笛子_品职助教 · 2023年09月25日

嗨，爱思考的PZer你好：


Hello，亲爱的同学~


我们看给出的表格：


67%，33%，是Lunnar B holing- based value / grwth mix 下的数字。


含义是：

用holding based方法做分析，分析结果是：

portfolio中，有67%的股票是价值股（value）。有33%的股票是成长股（growth）


由于holing based 方法的准确性，要比return - based方法更高。所以我们只看 holding based分析的数据。

Lunnar B 基金，在holding based方法下，会更偏向持有价值股（67%价值股）而不是成长股（仅33%是成长股）。

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