Please help!
In April 2015 question 5 I was trying to get stock sector attribution. I have learnt how to calculate stock attribution as per the method in asset September 2013 question 18. That is the stock attribution is the return on the actual portfolio minus the return on the notional portfolio. I have calculated the notional portfolio by starting with 50% bonds 25% overseas and 25% domestic equity and applying index returns and rebalancing to 40/40/20 (benchmark at end of period as index would do). Where am I going wrong? Is there an equivalent asset answer similar to method shown in September 2013?
Is there a set equation for these questions they confuse me!
Thanks in advance
Last edited by a moderator: Apr 9, 2018