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Examples of Portfolio AnalysisLet's understand this concept in more detail with the help of a few examples by making use of these popular tools as discussed. Example #1Ryan invested in a portfolio of stocks, as discussed below. Based on the information, calculate the holding period return of the portfolio:Holding Period Return={(Ending Value–Beginning Value)+Dividends Received}/Beginning ValueBelow is the use holding period return formula.Example #2Venus investment is trying to undertake a portfolio analysis of one of its funds, namely growth 500, using certain performance measures. The fund has an information ratio of 0.2 and an operational risk of 9%. The funds are benchmarked against the S&P 500 and have a Sharpe ratio of 0.4 with a standard deviation of 12%.Venus investment has decided to create a new portfolio by combining the growth 500 and the benchmark S&P 500. The criteria are to ensure a Sharpe ratio of 0.35 or more as part of the analysis. Venus has decided to undertake the portfolio analysis of the newly created portfolio using the following risk measure:Sharpe RatioOptimal Active Risk of the New Portfolio = (Information Ratio/Sharpe Ratio)*Standard Deviation of Benchmark S&P 500Accordingly Sharpe Ratio of the New Portfolio = (Information Ratio ^2 + Sharpe Ratio ^2)Thus the Sharpe ratio is less than 0.35, and Venus can not invest in the said fund.Example #3Raven investments are trying to analyze the portfolio performance of two of its fund managers, Mr. A and Mr. B.Raven investment is undertaking the portfolio analysis using the information ratio of the two fund managers with a higher information ratio acting as a measure of superior performance.The following details enumerated below are used to measure the information ratio for portfolio analysis purposes:With a higher information ratio, fund manager B has delivered superior performance.Steps to Portfolio Analysis#1 - Understanding Investor Expectation and Market CharacteristicsThe first step before portfolio analysis is to sync the investor expectation and the market in which such Assets will be invested. Proper sync of the expectations of the investor vis-à-vis the risk and return and the market factors helps a long way in meeting the portfolio objective. With a higher information ratio, fund manager B has delivered superior performance.#2 - Defining an Asset Allocation and Deployment StrategyThis is a scientific process with subjective biases. It is imperative to define what type of assets the portfolio will invest, what tools will be used in analyzing the portfolio, which type of benchmark the portfolio will be compared with, the frequency of such performance measurement, and so on.#3 - Evaluating Performance and Making Changes if RequiredAfter a stated period as defined in the previous step, portfolio performance will be analyzed and evaluated to determine whether the portfolio attained stated objectives and the remedial actions, if any, required. Also, any changes in the investor objectives are incorporated to ensure portfolio analysis is up to date and keeps the investor expectation in check.AdvantagesIt helps investors to assess the performance periodically and make changes to their Investment strategies if such analysis warrants.This helps in comparing the portfolio against a benchmark for return perspective and understanding the risk undertaken to earn such return, enabling investors to derive the risk-adjusted return.It helps realign the investment strategies with the changing investment objective of the investor.It helps in separating underperformance and outperformance, and accordingly, investments can be allocated.ConclusionPortfolio analysis is an indispensable part of investment management and should be undertaken periodically to identify and improvise any deviation observed against the investment objective. Another important objective it intends to achieve is to identify the real risk undertaken to achieve the desired return and whether the risk is commensurate with the return achieved by the investor. In short, it is a complex task and requires professional expertise and guidance to make it impactful.Frequently Asked Questions (FAQs)Portfolio Analysis FAQs11. What is corporate portfolio analysis in strategic management?22. What are the applications of portfolio analysis?33. What factors affect portfolio analysis? 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CFA Institute Does Not Endorse, Promote Or Warrant The Accuracy Or Quality Of WallStreetMojo. CFA® And Chartered Financial Analyst® Are Registered Trademarks Owned By CFA Institute.Our Privacy Policy© 2020-24 Wall Street Mojo. All Rights Reserved, Portfolio Visualizer provides online portfolio analysis tools for backtesting, Monte Carlo simulation, tactical asset allocation and optimization, and investment analysis tools for exploring factor regressions, correlations and efficient frontiers., Portfolio analysis is the process of evaluating and assessing a collection of investments, known as a portfolio, to understand its performance, risks, and potential returns. Investment management involves analyzing portfolios that consist of various investments, such as stocks, bonds, and alternative options, to assess their performance and .
Stress test portfolios against tariff impacts, inflationary pressures and other market scenarios in the Portfolio Analysis tool. Invest with more certainty in uncertain times Run multiple portfolios at a time through our online analytics to instantly stress test and compare performance under different equity markets, rate environments and , The components of portfolio analytics include portfolio construction, portfolio performance measurement, risk analysis, and attribution analysis. Quantitative tools and techniques, such as Modern Portfolio Theory, Factor Analysis, and Optimization Techniques, play an essential role in portfolio analytics., How to use the portfolio analysis tool. Add your portfolio manually, upload your holdings, or select a saved setup. Choose rebalancing settings, set a benchmark, and adjust currency preferences. Then click Analyze to generate detailed visuals and insights that help you improve performance and manage risk of your portfolio., , , .