开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

xiya · 2020年10月27日

问一道题:NO.PZ2019011501000009

问题如下:

Sigma Investment manages a portfolio for an institutional client. The client instructs the firm to change its portfolio’s mandate from a short duration bond portfolio to an intermediate duration bond portfolio. Therefore, Sigma Investment decides to put the original short duration bond portfolio into another composite. In order to comply to the GIPS standards, the historical performance of the portfolio must:

选项:

A.

be removed from the original composite

B.

be recorded in both the original and new composites.

C.

remain with the original composite.

解释:

C is correct.

考点:3.A Composite construction-3.A.7

解析:条款3.A.7 Portfolios must not be switched from one composite to another unless documented changes to a portfolio’s investment mandate, objective, or strategy or the redefinition of the composite makes it appropriate. The historical performance of the portfolio must remain with the original composite.

一般情况下一个组合不得从一个Composites中被移出或是被编入另一个Composites中。除非有记录文件表明该投资基金的投资风格、投资目标、投资策略发生了重大改变,或者是composite本身定义出现了改变。组合的历史业绩必须保留在原composite中。

历史业绩是永久保留在原composite里吗?还是只保留5年之类的?

1 个答案
已采纳答案

韩韩_品职助教 · 2020年10月27日

嗨,努力学习的PZer你好:


同学你好,是要一直保留在原composite当中的


-------------------------------
加油吧,让我们一起遇见更好的自己!