portfolio performance analysis project

FNAN 477/MBA 797 is designed to provide students with an introduction to real-time portfolio management. This first group project provides students an opportunity to apply modern investment strategies and risk management tools to near real-world portfolio management without real-world risk. In this first project, each group is responsible for analyzing the performance and decisions of the previous portfolio managers, with particular attention paid to their particular sector. The final product will be an “Annual Report” to stakeholders on the performance of the fund, sector and particular holdings that may look promising going forward.

Your Sector Team : Technology & Telecom

Each sector team will be responsible for monitoring activity within their respective sector:

1. Monitoring individual stocks held by the fund within their sector throughout the semester. This includes updating “the story” and financial ratios for those individual stocks and monitoring prices of those stocks relative to their sell price target and against sector ETF prices.

2. Working together as a team to screen and then select stocks for presentation at the end of the semester.

3. Making periodic reports to the entire class about their sector – key macro events affecting the sector and stock performance within the sector.

General Guidelines:

Each group will look back at the previous portfolio allocation (made in the previous semester) and decide what choices previously made went well and which did not go well. In this report to stakeholders will be an overall look at portfolio level alpha, Treynor, beta, volatility, benchmark adjusted performance, and other risk/performance measures, as well as analysis of sector performance and individual stock performance. This project will set each group up for recommendations to remove particular stock holdings or not in later consideration as well as the tools to use in terms of valuations metrics. Each group will analyze the IB account holdings and then produce performance metrics for the overall portfolio, the sector and individual stocks. In addition, each group will be tasked with comparing financial ratios and metrics from Sept 1st (when the trades were placed) to present day financial ratios, and critically investigate what may have gone wrong/right with past trades – separating the performance of the long positions from the short positions. The final product will mimic a report to shareholders that hedge funds, mutual funds and other wealth managers produce for their clients.


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