Portfolio Management case studies, worked step by step

Cases
100
Traced to a firm
50
Topics
13
Hard
30
Topic
All topicsStock pitch and thesis defence11Fixed income, credit and LDI11Strategic and tactical allocation7Factor investing and quant6Company analysis and valuation7Performance evaluation and manager selection7Client mandates and IPS8Risk management and limit breaches8Rebalancing, implementation and costs7Real assets and private markets8Portfolio construction and optimisation7Macro and multi-asset scenarios7Asset management business and products6
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 31–40 of 50 · filtered from 100Clear filters
  1. 061An asset manager wants to open branches in 40 smaller cities. Each costs Rs 60 lakh a year and should add 2,000 SIP investors a year at Rs 3,000 a month, earning 0.9% a year on assets. When does a branch break even, and is the expansion worth it?Asset management business and productsCoreBridgewater AssociatesStamford · 2026
  2. 062A value fund has beaten its benchmark by 3% a year, but its rolling value loading has fallen from 0.45 to minus 0.10 while its momentum loading rose from zero to 0.40. Is it still a value fund, what drove the returns, and what do you do?Factor investing and quantCoreFactor investingFund selection
  3. 063An equity fund lagged its benchmark by 1.1 points. Given sector weights and returns for the fund and the benchmark, split the gap into allocation and selection by sector and tell the story.Performance evaluation and manager selectionCorePerformance analysisFundamental asset management
  4. 067A long-short fund runs 150% long and 50% short on Rs 400 crore of NAV. Its shorts are squeezed up 40% while its longs fall 5%. What does NAV lose, and what does that say about gross exposure?Risk management and limit breachesCoreHedge fundsRisk management
  5. 068A couple's Rs 4 crore portfolio has drifted to 75/25 against a 60/40 target after a rally. Compare selling equity now, with tax as a framework to confirm, against sending Rs 2 lakh a month of new savings to debt. How long does the second route take?Rebalancing, implementation and costsCoreWealth managementIndian wealth management
  6. 069A balanced fund's CIO wants a 5 point equity overweight against a 60/40 benchmark. Equities have 18% volatility, bonds 6%, correlation 0.1, and the tracking error budget is 2%. How much of the budget does the tilt use, and what information ratio does it need to be worth it?Strategic and tactical allocationCoreMulti-assetAsset allocation
  7. 072An endowment of Rs 3,000 crore wants 10% of NAV in private equity within five years. Capital is called 25%, 35%, 25% and 15% over four years and distributions start in year four. How much must it commit each year to reach Rs 300 crore of NAV?Real assets and private marketsCorePension and endowment investingPrivate markets
  8. 074A portfolio management service charges 1% a year plus 15% of returns above a 10% hurdle, with a high-water mark. A Rs 1 crore client earns plus 30%, minus 20% and plus 25% before fees. Work out the fees each year and compare the client's outcome with a flat 2% fee.Asset management business and productsCoreIndian wealth managementAsset management
  9. 081A trust running a 60/40 portfolio has Rs 10 crore more to invest. Gold, mid caps, corporate bonds or international equity: which addition raises the portfolio's Sharpe ratio most?Strategic and tactical allocationCoreNorthern TrustChicago · 2025
  10. 082A welfare board puts 70% in an index core and 30% in active satellites. What are the portfolio's expected net alpha and tracking error, and what must the satellites earn to justify themselves?Portfolio construction and optimisationCoreInstitutional asset managementFund selection

Company names and figures are illustrative.