S&P 500 right? - greatest active risk - beta of 1.03 closest to 1.
Yes.
that’s what i put… but it seemed waaaaaaaaayyyyyy to easy. So i think i got tricked.
I chose - Russell 2000 = B
went with spoos.
LaGrandeFinale Wrote: ------------------------------------------------------- > I chose - Russell 2000 = B Went with Russell 3000 but I don’t think there was any obvious choice…
i like 500
phils23 Wrote: ------------------------------------------------------- > LaGrandeFinale Wrote: > -------------------------------------------------- > ----- > > I chose - Russell 2000 = B > > > Went with Russell 3000 but I don’t think there was > any obvious choice… Best benchmark = lowest tracking error. That was the S&P, unless I’m a complete tard.
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skillionaire Wrote: ------------------------------------------------------- > phils23 Wrote: > -------------------------------------------------- > ----- > > LaGrandeFinale Wrote: > > > -------------------------------------------------- > > > ----- > > > I chose - Russell 2000 = B > > > > > > Went with Russell 3000 but I don’t think there > was > > any obvious choice… > > > Best benchmark = lowest tracking error. > > That was the S&P, unless I’m a complete tard. Is that the only relevant criteria? (I don’t know, I’m just asking ^^)
CF_AHHHHHHHHH Wrote: ------------------------------------------------------- > What was confusing was that they were going to be > active managers… so that threw me off. If they > were passive I’d for sure go with S&P for the > above reasons. > > But i didn’t know if being active had anything to > do with it. Still went with S&P though Same here…I was looking for other relevant criteria…
phils23 Wrote: ------------------------------------------------------- > skillionaire Wrote: > -------------------------------------------------- > ----- > > phils23 Wrote: > > > -------------------------------------------------- > > > ----- > > > LaGrandeFinale Wrote: > > > > > > -------------------------------------------------- > > > > > > ----- > > > > I chose - Russell 2000 = B > > > > > > > > > Went with Russell 3000 but I don’t think > there > > was > > > any obvious choice… > > > > > > Best benchmark = lowest tracking error. > > > > That was the S&P, unless I’m a complete tard. > > Is that the only relevant criteria? (I don’t know, > I’m just asking ^^) Lol, fucked if I know dude…I seem to be the only one here who thought the PM was tricky. But this one I like S&P for.
skillionaire Wrote: ------------------------------------------------------- > phils23 Wrote: > -------------------------------------------------- > ----- > > skillionaire Wrote: > > > -------------------------------------------------- > > > ----- > > > phils23 Wrote: > > > > > > -------------------------------------------------- > > > > > > ----- > > > > LaGrandeFinale Wrote: > > > > > > > > > > -------------------------------------------------- > > > > > > > > > > ----- > > > > > I chose - Russell 2000 = B > > > > > > > > > > > > Went with Russell 3000 but I don’t think > > there > > > was > > > > any obvious choice… > > > > > > > > > Best benchmark = lowest tracking error. > > > > > > That was the S&P, unless I’m a complete tard. > > > > Is that the only relevant criteria? (I don’t > know, > > I’m just asking ^^) > > > Lol, fucked if I know dude…I seem to > be the only one here who thought the PM was > tricky. > > But this one I like S&P for. Oh I thought it was tricky as well. I just think it could have been so much worse…^^
phils23 Wrote: ------------------------------------------------------- > skillionaire Wrote: > -------------------------------------------------- > ----- > > phils23 Wrote: > > > -------------------------------------------------- > > > ----- > > > skillionaire Wrote: > > > > > > -------------------------------------------------- > > > > > > ----- > > > > phils23 Wrote: > > > > > > > > > > -------------------------------------------------- > > > > > > > > > > ----- > > > > > LaGrandeFinale Wrote: > > > > > > > > > > > > > > > -------------------------------------------------- > > > > > > > > > > > > > > > ----- > > > > > > I chose - Russell 2000 = B > > > > > > > > > > > > > > > Went with Russell 3000 but I don’t think > > > there > > > > was > > > > > any obvious choice… > > > > > > > > > > > > Best benchmark = lowest tracking error. > > > > > > > > That was the S&P, unless I’m a complete > tard. > > > > > > Is that the only relevant criteria? (I don’t > > know, > > > I’m just asking ^^) > > > > > > Lol, fucked if I know dude…I seem > to > > be the only one here who thought the PM was > > tricky. > > > > But this one I like S&P for. > > Oh I thought it was tricky as well. I just think > it could have been so much worse…^^ You take the test in Philly? Had to chug my three beers at lunch because we didn’t get outta there until 12:45…
S&P 500 for sure. Beta closest to 1.0, and closest average cap size, which is the basis of the indices.
Wasn’t this S&P vs Rusell 1000 vs Russel 3000?
if i am an active portfolio manager looking for an ideal benchmark, tracking error would be irrelevant because i would be so lucky to have a high tracking error in favor of beating my benchmark handedly…
Wasn’t there a size characteristic? Was size relevant?
thadim Wrote: ------------------------------------------------------- > Wasn’t this S&P vs Rusell 1000 vs Russel 3000? Yes, and the case said they were ACTIVE managers. Active managers dont use S&P500 as BM since this is an efficient market and not able to exploit alpha. it was one of the last 2 but dont know which one I put 1000
percysmith Wrote: ------------------------------------------------------- > Wasn’t there a size characteristic? Was size > relevant? that’s what she said