Overview
What this challenge is about.
Your task is to analyze the TechGrowth Fund's monthly returns from 2019-2023, along with benchmark and risk-free rate data. You must calculate and interpret key performance measures, conduct a style analysis to determine the fund's exposure to factors (market, size, value, momentum), and attribute returns to asset allocation vs. security selection. Success means delivering a clear recommendation backed by quantitative evidence. Deliver a report with tables and charts, and a one-page summary for the client.
The Brief
What you'll do, and what you'll demonstrate.
Evaluate the risk-adjusted performance of a technology mutual fund and determine whether the manager has generated alpha.
Earning criteria — what you'll demonstrate
- Calculate and interpret risk-adjusted performance measures (Sharpe, Treynor, Jensen's alpha).
- Conduct performance attribution to separate allocation and selection effects.
- Perform style analysis to identify a fund's factor exposures.
- Formulate an evidence-based investment recommendation.
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
Careers
Roles this prepares you for.
Real titles. Real skill bridges. Pick the one closest to your trajectory.
Career mappings coming soon.