Portfolio Construction & Investment Management

F3
Risk, Return and Diversification
The theory. Mean-variance, the frontier, the utility function and the ratios.
- 01
  Portfolio Return and Risk: Why Only One Is an Average
  Calculate
- 02
  Risk Adjusted Return Ratios: The Working, Step by Step
  Calculate
F6
Risk Monitoring and Performance Evaluation
Whether it worked, and whether the manager did anything. Attribution, drawdown, alpha.
- 01
  Maximum Drawdown Calculator: Working Peak to Trough
  Calculate
- 02
  Jensen Alpha Calculator: Working the Residual Return
  Calculate
- 03
  Portfolio Weighted Averages: What Averages and What Does Not
  Calculate
F7
Portfolio Vehicles and India Governance
How a portfolio is actually delivered. PMS, SMA, SIF, ETFs and index funds.
- 01
  Portfolio Risk and Attribution: Gross Excess to Net
  Calculate