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麦当劳 · 2020年06月22日

问一道题:NO.PZ2020020202000016

问题如下:

Which of following responses regarding effective performance attribution is correct?

Response 1: Performance attribution draws conclusions regarding the quality of a portfolio manager’s investment decisions.
Response 2: Performance attribution should help explain how performance was achieved by breaking apart the return or risk into different explanatory components.

选项:

A.

Only Response 1

B.

Only Response 2

C.

Both Response 1 and Response 2

解释:

B is correct.

Performance attribution helps explain how performance was achieved; it breaks apart the return or risk into different explanatory components. Effective performance attribution must account for all of the portfolio’s return or risk exposure, reflect the investment decision-making process, quantify the active decisions of the portfolio manager, and provide a complete understanding of the excess return/risk of the portfolio.

为什么C不对? 看解析,感觉像是1 & 2 的结合呀

1 个答案

吴昊_品职助教 · 2020年06月23日

response1说的是performance appraisal而不是performance attribution,所以response1不对。