In the Alternatives bucket, we have a custom benchmark. Assume the Fund is at target allocation for
Fantastic news! We've Found the answer you've been seeking!
Question:
In the Alternatives bucket, we have a custom benchmark. Assume
the Fund is at target allocation for Alternatives. The underlying
ETFs each has their own custom benchmark. Identify which categories
in the attribution analysis would be impacted if the underlying
ETFs performed in line with their respective benchmark AND each
respective benchmark outperformed the custom Alternatives
benchmark. Show calculations using appropriate notation.
Posted Date: