Portfolio Management

This is the master’s degree level research paper which is about the analysis of portfolio management performance. Compare and analyze three selected equity mutual funds of equivalent investment style with another competitor (another fund manager). The assignment instruction will be uploaded to you later.

My selected fund is GAM fund with 3 funds as large cap and growth style comparing with Goldman Sachs fund and using S&P 500 index as a benchmark. (Calculation and data on Excel will be provided)

What I have done so far is;
1) Calculate mean, standard deviation, semi-standard deviation, skewness, kurtosis, maximum and minimum for each data series.
2) Calculate at least 5 downside risk measures and 5 return/risk ratios for each fund.
3) Estimate CAPM Alphas against French’s benchmark and the industry benchmark.
4) Estimate Fama-French Alphas using all market benchmark.

What I would like you to do is analyzing all mentioning data and analysis above (you can add further analysis or measure to make strong research, the sharp ratio is recommended). Literature review is required from lecturer’s advise.


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