Calculate the risk-adjustment performance

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Reference no: EM132748892

Question: Calculate the risk-adjustment performance using the S&P 500 and one other market index that you feel is the best benchmark for your portfolio. Risk adjustment means you should subtract the market return from your individual stock return. Also discuss both your risk level in term of standard deviation and beta along with your risk -adjusted performance .

Data

Cash

Initial Cash $500,000.00

Cash Balance $498,301.34

Short Proceeds $0.00

Loan Balance $0.00

Interest Earned on Cash $448.38

Interest Charged on Loan $0.00

Restricted Funds $0.00

Market Value

Market value of Long Positions $1,740.56

Market value of Short Positions $0.00

Net Market Value of all Positions $1,740.56

Portfolio

Portfolio Value $500,044.82

Percentage Return 0.01%

SPY ETF % Return -7.93%

SPY ETF at start date $352.43

Current SPY ETF $326.54

Buying Power

Buying Power $498,301.34

Trades Made 33

Trades Allowed 2467

Charges/Dividends

Total Commission $330.00

Total Dividends $0.00

MARKET SUMMARY

INDEX ETFS LAST CHG CHG %

S&P500 326.54 -3.44 -1.04%

Dow Jones 265.06 -1.53 -0.57%

Nasdaq 269.38 -7.01 -2.54%

Gold 176.20 0.80 0.46%

Silver 21.99 0.28 1.29%

MSCI 61.39 -0.32 -0.52%

Oil 25.25 -0.35 -1.37%

Reference no: EM132748892

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