MAF707 Investments And Portfolio Management

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MAF707 Investments And Portfolio Management

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MAF707 Investments And Portfolio Management

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Course Code: MAF707
University: Deakin Business School

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Country: Australia

Question:
1. Discuss your understanding of Exchange Traded Funds (ETF). Your discussion will cover the evolution of global ETF structure; ETFs categorized on the basis of asset classes:Equity, Fixed Income and Commodity: major ETFs in USA and Australia.
Answer:
Vanguard MSCI Australian small companies index is an exchange traded fund that intends to match the return in terms of capital appreciation and income of the MSCI small cap index Australian shares. The fund is a small capitalisation index that generally involves smaller companies on the equity market of Australia that target coverage of around 14% of free float of market capitalisation of share market that is adjusted. Such return from fund is considered before the expenses, tax and fees are taken into consideration. The fund intends to provide investors with diversified exposure and low cost to the small companies that is listed on stock exchange of Australia. This is indicative of the fact that investors are provided with the low cost way for making investment in the portfolio of smallest companies of Australia. A sector in which the investment is made by the fund involves materials, industrial, financials, real estate, information technology, healthcare, Utilities, energy, consumer staples and customer discretionary (Stettina and Hörz 2015). It can therefore be seen that the fund makes investment in diversified sectors with maximum percentage of allocation made in materials sector and minimum allocation made in 1.2. A long term potential capital growth is offered by the fund that can be typical to the market sector of small company.
Objective and strategies of fund:
The objective of fund is to track the appreciation of capita and income of the FTSE ASFA Australia index high dividend yield. Most of the securities of fund will involve FTSE ASFA Australia index high dividend yield that will allow weighting on individual security to vary marginally from index. In addition to this, investment in securities may be made by fund that is expected to be included in the index it has been removed form index. The fund provides investors with benefits of diversification, potential return that is tax effective, risks and potential of capital growth and income that is tax effective. Moreover, fund has potential for some loss of capital and generating returns that is below average with higher risk level. Investors are able to achieve broad range of diversification across multiple classes of assets with exchange funds of lower class. A label fixed interest strategy is offered by fund that helps in preservation of risk characteristics and diversification of varied range of assets by making investment in securities of higher grade (Klingebiel and Rammer 2014).
Performance history of fund:
The above graph depicts that the performance of fund has improved over the years. The closing price of fund as on 5th May, 2018 stood at AUD 57.34 and has a share class size of 153.28.
The above table depicts the performance of fund ranging from time period of 1 month to 10 years. Growth of fund during the time period of one month was negative at -1.97 while that of five years growth stood at 3.09. Highest growth was recorded during six months and one year. Portfolio of assets incorporated into this particular fund comprises of top ten holdings namely Iluka resources Ltd, Star entertainment group limited, Spark Infrastructure group, Northern star resources limited, Evolution mining limited, ALS limited, Ansell Limited, Downer EDI Limited and Link Administration holding limited (DeFusco et al. 2015).
Dividend history of fund:
The above chart represents the payment of dividend to investors by vanguard fund. From above chart, it can be seen that total amount of annual dividend paid to investors was highest in year 2017 at $ 2.17, whereas total amount of franked dividend was highest in year 2016 at $ 0.97. Year 2018 witnessed lowest amount of dividend both in terms of franked dividend and total dividend at $ 0.57 and $ 0.44. 
The performance of portfolio of stocks is analyzed using the Sharpe and Teynor ratio.

Equally Weighted Portfolio:

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

9.09%

Mean

0.000411243

MTS AU Equity

9.09%

Standard Deviation

0.009557196

WOR AU Equity

9.09%

Var

9.134E-05

IFL AU Equity

9.09%

Beta

0.82341004

ANN AU Equity

9.09%

 

 

DOW AU Equity

9.09%

 

 

CAR AU Equity

9.09%

 

 

DLX AU Equity

9.09%

 

 

CHC AU Equity

9.09%

 

 

VOC AU Equity

9.09%

rf

0.0277

SKI AU Equity

9.09%

Sharpe

-2.85531005

Total

100%

Treynor Ratio

-0.03314115

 

EFF 2

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-3505.33%

Mean

0.02

MTS AU Equity

-658.87%

Standard Deviation

0.62237175

WOR AU Equity

-741.18%

Var

0.387346596

IFL AU Equity

251.68%

Beta

1.377145173

ANN AU Equity

455.99%

 

 

DOW AU Equity

753.06%

 

 

CAR AU Equity

1192.86%

 

 

DLX AU Equity

950.80%

 

 

CHC AU Equity

1046.80%

 

 

VOC AU Equity

-32.94%

rf

0.0277

SKI AU Equity

387.13%

Sharpe

-0.01237203

Total

100%

Treynor Ratio

-0.00559128

 

 

 

 

EFF 3

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-5299.42%

Mean

0.03

MTS AU Equity

-999.85%

Standard Deviation

0.940381162

WOR AU Equity

-1124.20%

Var

0.884316729

IFL AU Equity

375.51%

Beta

1.659825246

ANN AU Equity

684.13%

 

 

DOW AU Equity

1132.85%

 

 

CAR AU Equity

1797.17%

 

 

DLX AU Equity

1431.54%

 

 

CHC AU Equity

1576.55%

 

 

VOC AU Equity

-54.39%

rf

0.0277

SKI AU Equity

580.12%

Sharpe

0.002445817

Total

100%

Treynor Ratio

0.001385688

 

 

 

 

EFF 4

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-7093.52%

Mean

0.04

MTS AU Equity

-1340.84%

Standard Deviation

1.258403051

WOR AU Equity

-1507.21%

Var

1.58357824

IFL AU Equity

499.35%

Beta

1.942505302

ANN AU Equity

912.28%

 

 

DOW AU Equity

1512.65%

 

 

CAR AU Equity

2401.48%

 

 

DLX AU Equity

1912.27%

 

 

CHC AU Equity

2106.29%

 

 

VOC AU Equity

-75.84%

rf

0.0277

SKI AU Equity

773.10%

Sharpe

0.009774293

Total

100%

Treynor Ratio

0.006332029

 

 

 

 

EFF 5

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-8887.80%

Mean

0.050001

MTS AU Equity

-1681.87%

Standard Deviation

1.576461671

WOR AU Equity

-1890.26%

Var

2.485231399

IFL AU Equity

623.20%

Beta

2.225213644

ANN AU Equity

1140.44%

 

 

DOW AU Equity

1892.48%

 

 

CAR AU Equity

3005.85%

 

 

DLX AU Equity

2393.06%

 

 

CHC AU Equity

2636.09%

 

 

VOC AU Equity

-97.30%

rf

0.0277

SKI AU Equity

966.11%

Sharpe

0.014146237

Total

100%

Treynor Ratio

0.010021959

 

 

 

 

EFF 6

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-10681.72%

Mean

0.06

MTS AU Equity

-2022.82%

Standard Deviation

1.89445913

WOR AU Equity

-2273.24%

Var

3.588975395

IFL AU Equity

747.03%

Beta

2.50786545

ANN AU Equity

1368.56%

 

 

DOW AU Equity

2272.23%

 

 

CAR AU Equity

3610.10%

 

 

DLX AU Equity

2873.75%

 

 

CHC AU Equity

3165.79%

 

 

VOC AU Equity

-118.75%

rf

0.0277

SKI AU Equity

1159.08%

Sharpe

0.017049721

Total

100%

Treynor Ratio

0.012879479

 

 

 

 

EFF 7

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-12476.00%

Mean

0.070001

MTS AU Equity

-2363.85%

Standard Deviation

2.212521586

WOR AU Equity

-2656.29%

Var

4.895251768

IFL AU Equity

870.88%

Beta

2.790573792

ANN AU Equity

1596.72%

 

 

DOW AU Equity

2652.07%

 

 

CAR AU Equity

4214.47%

 

 

DLX AU Equity

3354.54%

 

 

CHC AU Equity

3695.59%

 

 

VOC AU Equity

-140.21%

rf

0.0277

SKI AU Equity

1352.09%

Sharpe

0.01911891

Total

100%

Treynor Ratio

0.015158531

 

 

 

 

EFF 8

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-14269.92%

Mean

0.08

MTS AU Equity

-2704.80%

Standard Deviation

2.530521302

WOR AU Equity

-3039.27%

Var

6.40353806

IFL AU Equity

994.71%

Beta

3.073225598

ANN AU Equity

1824.84%

 

 

DOW AU Equity

3031.82%

 

 

CAR AU Equity

4818.72%

 

 

DLX AU Equity

3835.23%

 

 

CHC AU Equity

4225.28%

 

 

VOC AU Equity

-161.66%

rf

0.0277

SKI AU Equity

1545.05%

Sharpe

0.020667678

Total

100%

Treynor Ratio

0.01701795

 

 

 

 

EFF 9

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-16064.20%

Mean

0.090001

MTS AU Equity

-3045.83%

Standard Deviation

2.848585201

WOR AU Equity

-3422.32%

Var

8.114437646

IFL AU Equity

1118.56%

Beta

3.35593394

ANN AU Equity

2053.01%

 

 

DOW AU Equity

3411.65%

 

 

CAR AU Equity

5423.09%

 

 

DLX AU Equity

4316.01%

 

 

CHC AU Equity

4755.08%

 

 

VOC AU Equity

-183.12%

rf

0.0277

SKI AU Equity

1738.06%

Sharpe

0.021870857

Total

100%

Treynor Ratio

0.01856443

 

 

 

 

EFF 10

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-17858.11%

Mean

0.1

MTS AU Equity

-3386.78%

Standard Deviation

3.166585896

WOR AU Equity

-3805.29%

Var

10.02726624

IFL AU Equity

1242.39%

Beta

3.638585745

ANN AU Equity

2281.12%

 

 

DOW AU Equity

3791.41%

 

 

CAR AU Equity

6027.34%

 

 

DLX AU Equity

4796.70%

 

 

CHC AU Equity

5284.77%

 

 

VOC AU Equity

-204.57%

rf

0.0277

SKI AU Equity

1931.03%

Sharpe

0.022832161

Total

100%

Treynor Ratio

0.019870358

 

 

 

 

EFF 11

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-19652.21%

Mean

0.11

MTS AU Equity

-3727.77%

Standard Deviation

3.484618686

WOR AU Equity

-4188.31%

Var

12.14256739

IFL AU Equity

1366.22%

Beta

3.921265819

ANN AU Equity

2509.27%

 

 

DOW AU Equity

4171.20%

 

 

CAR AU Equity

6631.65%

 

 

DLX AU Equity

5277.44%

 

 

CHC AU Equity

5814.52%

 

 

VOC AU Equity

-226.03%

rf

0.0277

SKI AU Equity

2124.02%

Sharpe

0.023618079

Total

100%

Treynor Ratio

0.020988121

 

 

 

 

EFF 12

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-21446.31%

Mean

0.12

MTS AU Equity

-4068.76%

Standard Deviation

3.802651696

WOR AU Equity

-4571.32%

Var

14.46015992

IFL AU Equity

1490.06%

Beta

4.203945893

ANN AU Equity

2737.41%

 

 

DOW AU Equity

4551.00%

 

 

CAR AU Equity

7235.96%

 

 

DLX AU Equity

5758.18%

 

 

CHC AU Equity

6344.27%

 

 

VOC AU Equity

-247.48%

rf

0.0277

SKI AU Equity

2317.01%

Sharpe

0.024272536

Total

100%

Treynor Ratio

0.021955563

 

 

 

 

EFF 13

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-23240.41%

Mean

0.13

MTS AU Equity

-4409.75%

Standard Deviation

4.120684874

WOR AU Equity

-4954.33%

Var

16.98004383

IFL AU Equity

1613.90%

Beta

4.486625967

ANN AU Equity

2965.55%

 

 

DOW AU Equity

4930.79%

 

 

CAR AU Equity

7840.27%

 

 

DLX AU Equity

6238.92%

 

 

CHC AU Equity

6874.01%

 

 

VOC AU Equity

-268.93%

rf

0.0277

SKI AU Equity

2509.99%

Sharpe

0.02482597

Total

100%

Treynor Ratio

0.022801098

 

 

 

 

EFF 14

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-25034.51%

Mean

0.14

MTS AU Equity

-4750.74%

Standard Deviation

4.438718184

WOR AU Equity

-5337.35%

Var

19.70221912

IFL AU Equity

1737.74%

Beta

4.769306041

ANN AU Equity

3193.69%

 

 

DOW AU Equity

5310.58%

 

 

CAR AU Equity

8444.57%

 

 

DLX AU Equity

6719.65%

 

 

CHC AU Equity

7403.76%

 

 

VOC AU Equity

-290.39%

rf

0.0277

SKI AU Equity

2702.98%

Sharpe

0.025300097

Total

100%

Treynor Ratio

0.023546403

 

 

 

 

EFF 15

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-26828.61%

Mean

0.15

MTS AU Equity

-5091.73%

Standard Deviation

4.7567516

WOR AU Equity

-5720.36%

Var

22.62668578

IFL AU Equity

1861.58%

Beta

5.051986115

ANN AU Equity

3421.83%

 

 

DOW AU Equity

5690.38%

 

 

CAR AU Equity

9048.88%

 

 

DLX AU Equity

7200.39%

 

 

CHC AU Equity

7933.51%

 

 

VOC AU Equity

-311.84%

rf

0.0277

SKI AU Equity

2895.97%

Sharpe

0.025710823

Total

100%

Treynor Ratio

0.024208301

 

 

 

 

EFF 16

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-28622.71%

Mean

0.16

MTS AU Equity

-5432.72%

Standard Deviation

5.074785101

WOR AU Equity

-6103.37%

Var

25.75344382

IFL AU Equity

1985.42%

Beta

5.334666189

ANN AU Equity

3649.97%

 

 

DOW AU Equity

6070.17%

 

 

CAR AU Equity

9653.19%

 

 

DLX AU Equity

7681.13%

 

 

CHC AU Equity

8463.25%

 

 

VOC AU Equity

-333.30%

rf

0.0277

SKI AU Equity

3088.96%

Sharpe

0.026070069

Total

100%

Treynor Ratio

0.024800052

 

 

 

 

EFF 17

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-30416.80%

Mean

0.17

MTS AU Equity

-5773.71%

Standard Deviation

5.392818673

WOR AU Equity

-6486.39%

Var

29.08249324

IFL AU Equity

2109.26%

Beta

5.617346244

ANN AU Equity

3878.12%

 

 

DOW AU Equity

6449.97%

 

 

CAR AU Equity

10257.50%

 

 

DLX AU Equity

8161.87%

 

 

CHC AU Equity

8993.00%

 

 

VOC AU Equity

-354.75%

rf

0.0277

SKI AU Equity

3281.94%

Sharpe

0.026386943

Total

100%

Treynor Ratio

0.025332247

 

 

 

 

EFF 18

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-32210.90%

Mean

0.18

MTS AU Equity

-6114.70%

Standard Deviation

5.710852304

WOR AU Equity

-6869.40%

Var

32.61383404

IFL AU Equity

2233.10%

Beta

5.900026318

ANN AU Equity

4106.26%

 

 

DOW AU Equity

6829.76%

 

 

CAR AU Equity

10861.81%

 

 

DLX AU Equity

8642.61%

 

 

CHC AU Equity

9522.75%

 

 

VOC AU Equity

-376.21%

rf

0.0277

SKI AU Equity

3474.93%

Sharpe

0.026668524

Total

100%

Treynor Ratio

0.025813444

 

 

 

 

EFF 20

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-35799.28%

Mean

0.200001

MTS AU Equity

-6796.71%

Standard Deviation

6.34695151

WOR AU Equity

-7635.46%

Var

40.28379347

IFL AU Equity

2480.78%

Beta

6.465414734

ANN AU Equity

4562.56%

 

 

DOW AU Equity

7589.38%

 

 

CAR AU Equity

12070.49%

 

 

DLX AU Equity

9604.13%

 

 

CHC AU Equity

10582.29%

 

 

VOC AU Equity

-419.12%

rf

0.0277

SKI AU Equity

3860.92%

Sharpe

0.027147048

Total

100%

Treynor Ratio

0.026649644

 

 

 

 

EFF 25

 

 

 

PF Weights

 

PF Stats using Matrix

 

SGR AU Equity

-44769.59%

Mean

0.25

MTS AU Equity

-8501.63%

Standard Deviation

7.937088773

WOR AU Equity

-9550.49%

Var

62.99737818

IFL AU Equity

3099.97%

Beta

7.878786835

ANN AU Equity

5703.25%

 

 

DOW AU Equity

9488.31%

 

 

CAR AU Equity

15091.98%

 

 

DLX AU Equity

12007.77%

 

 

CHC AU Equity

13230.97%

 

 

VOC AU Equity

-526.39%

rf

0.0277

SKI AU Equity

4825.84%

Sharpe

0.02800775

Total

100%

Treynor Ratio

0.028215004

It can be seen from the table that the portfolio of assets have negative Sharpe ratio at -2.85 that is indicative of the fact that portfolio is generating negative return. Negative value depicts that investors that there is higher volatility in the market but return is negative. Treynor ratio is also negative at value -0.03. This negative value depicts that portfolio of stocks has not generated risk adjusted return. The beta value of portfolio stood at 0.823 and the standard deviation stood at 0.009. Therefore, the performance of stocks is negative and investors should not make investment into such portfolio.

Portfolio

Return Rate

Standard Deviation

Beta

Sharpe Ratio

Treynor Ratio

 

 

 

 

 

 

Equally weighted

0.041%

0.01

0.82

-285.53%

-3.31%

EFF 1

1.000%

0.30

1.09

-5.81%

-1.62%

EFF 2

2.000%

0.62

1.38

-1.24%

-0.56%

EFF 3

3.000%

0.94

1.66

0.24%

0.14%

EFF 4

4.000%

1.26

1.94

0.98%

0.63%

EFF 5

5.000%

1.58

2.23

1.41%

1.00%

EFF 6

6.000%

1.89

2.51

1.70%

1.29%

EFF 7

7.000%

2.21

2.79

1.91%

1.52%

EFF 8

8.000%

2.53

3.07

2.07%

1.70%

EFF 9

9.000%

2.85

3.36

2.19%

1.86%

EFF 10

10.000%

3.17

3.64

2.28%

1.99%

EFF 11

11.000%

3.48

3.92

2.36%

2.10%

EFF 12

12.000%

3.80

4.20

2.43%

2.20%

EFF 13

13.000%

4.12

4.49

2.48%

2.28%

EFF 14

14.000%

4.44

4.77

2.53%

2.35%

EFF 15

15.000%

4.76

5.05

2.57%

2.42%

EFF 16

16.000%

5.07

5.33

2.61%

2.48%

EFF 17

17.000%

5.39

5.62

2.64%

2.53%

EFF 18

18.000%

5.71

5.90

2.67%

2.58%

EFF 20

20.000%

6.35

6.47

2.71%

2.66%

EFF 25

25.000%

7.94

7.88

2.80%

2.82%

The efficient portfolio is constructed by using different target returns for the eleven stocks that have formed the portfolio. For target return of 1%, value of both Sharpe as well as Treynor ratio stood at negative at -0.05 and -0.01. For target return of 2%, Sharpe ratio and Treynor ratio stood at -0.012 and -0.005. For these two levels of target returns, return of the stocks of portfolio is negative depicting that making investment in portfolio of these stocks is risky.
When considering the target return of 3%, 4%, 5%, 6%, 7%, 8%, 9%, 10%, 11%, 12%, 13%, 14%, 15%, 16%, 17%, 18%, 20% and 25%, the value of Sharpe and Treynor ratio has come to positive indicating that stocks will be generating positive return and higher the value of ratios depicts that returns from the stocks will be return adjusted (Schyns 2016). It can be seen that when the percentage of target return is increasing, then the value of Sharpe as well as Treynor ratio is also increasing.
The following table depicts the comparison between Treynor ratio and Sharpe ratio in the construction of efficient frontier for different level of target returns.
For the returns that are equally weighted, the return generated using Sharpe ratio stood at -285.53% and that of Treynor ratio stood at -3.31%. For the target level of return that is lower, it can be seen that value of both the ratio is negative indicating that returns are not adjusted for risks and stocks are generating negative return. With the increase in level of target return, the returns generated by the portfolio of stocks are increasing. Furthermore, it can also be seen that the value of Sharpe ratio for every level of target return is more than Treynor ratio. However, for the target return at 25%, it can be seen that value of Sharpe ratio is more than that of Treynor ratio. In addition to this, there is increasing deviation from average return of the portfolio of stocks when there is increase in target return. Therefore, the deviation from mean value increases when there is increase in set target value.
When looking the performance of portfolio using Sharpe ratio as performance measure, it can be seen that the return of stocks is negative at the target return of 1% and 2%. Using Teynor ratio as the performance measure, the return of stocks is negative for the target return of 1% and 2%. On other hand, for all the other target returns that have been set, the performance of portfolio is favourable as depicted from both the performance measures. 
References list:
Cornell, B., Hsu, J. and Nanigian, D., 2017. Does Past Performance Matter in Investment Manager Selection?. The Journal of Portfolio Management, 43(4), pp.33-43.
Cosio, R.M., Estrada, J. and Kritzman, M., 2015. New Frontiers in Portfolio Management.
DeFusco, R.A., McLeavey, D.W., Pinto, J.E., Anson, M.J. and Runkle, D.E., 2015. Quantitative investment analysis. John Wiley & Sons.
InvestSMART. (2018). Vanguard MSCI Australian Small Companies Index ETF. [online] Available at: https://www.investsmart.com.au/shares/asx-vso/vanguard-msci-australian-small-companies-index-etf [Accessed 10 May 2018].
Kahn, R.N. and Lemmon, M., 2016. The asset manager’s dilemma: How smart beta is disrupting the investment management industry. Financial Analysts Journal, 72(1), pp.15-20.
Kaiser, M.G., El Arbi, F. and Ahlemann, F., 2015. Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment. International Journal of Project Management, 33(1), pp.126-139.
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Klingebiel, R. and Rammer, C., 2014. Resource allocation strategy for innovation portfolio management. Strategic Management Journal, 35(2), pp.246-268.
Lashley, G., Parker, G., Singh, S., Wise, J. and Polwitoon, P., 2017. Managing Your Investment Portfolio: All Things ETF.
Schyns, P.F.M., 2016. The technological future of the wealth management industry for portfolio management investment services (Bachelor’s thesis, University of Twente).
Stettina, C.J. and Hörz, J., 2015. Agile portfolio management: An empirical perspective on the practice in use. International Journal of Project Management, 33(1), pp.140-152.
Vincent, K., Hsu, Y.C. and Lin, H.W., 2018. Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework. The Journal of Portfolio Management, 44(4), pp.113-126.

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