NVESTMENT PORTFOLIO PERFORMANCE EVALUATION代写 FINANCE (FIN

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NVESTMENT PORTFOLIO PERFORMANCE EVALUATION代写 FINANCE (FIN3CSF)
CASE STUDIES IN FINANCE (FIN3CSF) – SEMESTER 2, 2016

CASE STUDY 6: INVESTMENT PORTFOLIO PERFORMANCE EVALUATION

As part of the quarterly review meetings that your firm conducts with clients, you are required

to prepare a performance summary and review document assessing the investment strategy and

the performance of the resulting investment portfolio that was proposed for the client in Case

Study 1. This portfolio review document is to be completed based on market and security

information as at October 13th 2016, and should include the following components:

• A summary of the global, economic and industry environments relevant to the equity

market sector generally and the nature of the investment portfolio structure specifically, if

relevant, during the investment period.

• An overall summary of the investment portfolio outcome for the three-month period from

July 13th 2016 to October 13th 2016. This should include determination of the value of each

individual portfolio component as at October 13th 2016 and, from this, the overall value of

the portfolio as at October 13th 2016. The overall portfolio should be presented in table

format as part of the summary analysis.

• Identification and discussion of the investment components which were significant

contributors to, or detractors from, variation in the portfolio value and portfolio

performance over the 3-month period, and any specific explanations for the movement in

these components.

• A quantitative review of the performance of the investment portfolio using recognised

portfolio performance measures, as well as performance comparison to index or other

benchmarks.

• Recommendations for any future modifications to the portfolio structure or individual

investment components within the portfolio, with appropriate justification provided.

The value of the investment portfolio as at October 13th 2016 should be determined based on

the following information:

• Using closing share and other security prices on October 13th 2016, which will be provided

in a spreadsheet file on the subject LMS site.

• Information on dividend payments or other distributions associated with shares or securities

will also be provided and these should be reflected in portfolio value changes.

• Short sales positions are closed out on October 13th 2016 (by purchasing the relevant shares

or securities at the closing prices on October 13th 2016), with the purchase proceeds coming

from the balance of the cash management trust account.

• Futures contract positions are assumed to be closed out on October 13th 2016 by entering

into an offsetting futures contract on the same underlying index product.

• Index call or put options are assumed to be sold on October 13th 2016 at the prevailing

closing option security prices on this date.

• Interest will be paid on the balance invested in the cash management trust account on

October 13th 2016, prior to any disbursement of this cash holding for the closing out of

short sales positions.

For any students that had problems with the correct or appropriate composition of an

investment portfolio as part of Case Study 1, corrections can be made to the portfolio for the

purposes of accurately completing the Case Study 6 requirement or, alternatively, a number of

example portfolios will be provided on the subject LMS site that can be using for the purposes

of completing Case Study 6.

Required:

This case study report is due to be submitted to the client in preparation for their review

meeting by 5.00pm on Monday 31st October 2016, via the FIN3CSF LMS site. This case

study contributes 15% to the overall final assessment in the FIN3CSF subject. This case

study is to be completed individually, and the maximum word limit, excluding any

NVESTMENT PORTFOLIO PERFORMANCE EVALUATION代写 FINANCE (FIN3CSF)