Portfolio Construction & Investment Management

  1. 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
  2. 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
  3. 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