Overview
What this challenge is about.
Calculate performance metrics, run a style analysis, and attribute returns for a tech mutual fund. Deliver a client report and earn a verifiable certificate.
The scenario
The fund has $2B in assets under management, charges a 1.5% expense ratio, and invests in global tech stocks. The client is a high-net-worth individual with a long-term horizon.
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.
Aligned coursework coming soon.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
- Performance Evaluation
Apply performance evaluation to solve real industry problems and demonstrate production-level capability.
- Sharpe Ratio
Apply sharpe ratio to solve real industry problems and demonstrate production-level capability.
- Jensens Alpha
Apply jensens alpha to solve real industry problems and demonstrate production-level capability.
- Attribution Analysis
Apply attribution analysis to solve real industry problems and demonstrate production-level capability.
- Style Analysis
Apply style analysis to solve real industry problems and demonstrate production-level capability.
- Risk Adjusted Return
Apply risk adjusted return to solve real industry problems and demonstrate production-level capability.
Careers
Career paths this challenge builds toward
Completing this challenge demonstrates skills that transfer directly to these roles: