C D E F G H K L 2 Problem 2 3 4 Contribution in Basis Points 5 Fund Index Relative Fund Index Relative Stock Sector 6 Region Weight Weight Weight Return Return Return Selection Weight Total 7 Dollar bloc 6.1 13.5 10.6 9.4 8 Emerging markets 34.8 22.6 9.6 10.6 9 Developed Europe 28.0 29.9 15.6 14.0 10 Japan 9.3 15.4 2.6 5.0 11 UK/Ireland 16.0 15.0 18.0 17.1 12 Developed Asia (ex-Japan) 2.9 3.7 11.4 17.6 13 Multinational 2.8 0.0 12.9 12.6 14 15 Total 100.0 100.0 12.2 11.8 16 12 18 Questions 19 1. What is the fund's largest overweight? What can you infer about the portfolio manager's cutlook? 20 2. Where did stock selection have the largest positive impact? Negative impact? 21 3. Explain the breakdown of the total contribution of emerging markets to performance. - 22 4. Explain the breakdown of the total contribution of Japan to performance. 2a 24 25 26 27 C D E F G H K L 2 Problem 2 3 4 Contribution in Basis Points 5 Fund Index Relative Fund Index Relative Stock Sector 6 Region Weight Weight Weight Return Return Return Selection Weight Total 7 Dollar bloc 6.1 13.5 10.6 9.4 8 Emerging markets 34.8 22.6 9.6 10.6 9 Developed Europe 28.0 29.9 15.6 14.0 10 Japan 9.3 15.4 2.6 5.0 11 UK/Ireland 16.0 15.0 18.0 17.1 12 Developed Asia (ex-Japan) 2.9 3.7 11.4 17.6 13 Multinational 2.8 0.0 12.9 12.6 14 15 Total 100.0 100.0 12.2 11.8 16 12 18 Questions 19 1. What is the fund's largest overweight? What can you infer about the portfolio manager's cutlook? 20 2. Where did stock selection have the largest positive impact? Negative impact? 21 3. Explain the breakdown of the total contribution of emerging markets to performance. - 22 4. Explain the breakdown of the total contribution of Japan to performance. 2a 24 25 26 27