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As a fund manager, you raised one billion dollars to invest in five assets of yo
As a fund manager, you raised one billion dollars to invest in five assets of your choice. Your investors want your investments to be limited to the
following categories: stocks, commodities, Exchange Traded Funds (ETFs), and Fama-French sorts. You can pick all your assets from one category, or
you can combine assets from multiple categories. Your investment started in January 2015. It is the end of December of 2023, and you are required to
produce a detailed report to inform other fund managers how your investments performed. The report should:
1. Provide a clear overview of the investment approach that you relied on. This overview should be backed by a clear justification of why you expect
this approach to be profitable, and how it fits the needs of your clients and the macroeconomic environment. (20 marks)
2. Describe the chosen assets, their riskiness, and how they fit into your investment approach. (20 marks)
3. Present the approach and constraints used in determining the weights of assets in your portfolio. (20 marks)
4. Assess the performance of your strategy for the period between January 2015 and December 2023 using a wide range of metrics. You should also
emphasise the key drivers of your portfolio’s performance. (20 marks)
5. Highlight the impact of the COVID 19 pandemic on your portfolio and discuss possible adjustments in your investments for the upcoming years. (15
marks)General requirements
It is expected that you will draw upon a range of literature, academic and industry journals, Bloomberg, and other information sources throughout your
report to provide support for your arguments. Sections are generally expected to have roughly similar word counts, but marks will not be reduced if one
section is slightly larger than the other.
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