Loading...
CFA Level 2
Portfolio Management

Benchmark Selection for Mixed Equity Portfolio

Very Hard Performance Evaluation Benchmark Selection

Consider an asset management firm that has established a portfolio consisting of large-cap U.S. equities, small-cap U.S. equities, and international equities. The firm aims to evaluate the performance of the portfolio over a one-year period. In selecting an appropriate benchmark, the firm must ensure that the benchmark matches the investment objectives, risk characteristics, and segments of the portfolio.

Out of the following options, which benchmark selection would be the most suitable for evaluating the performance of this specific portfolio?

Hint

Submitted12.8K
Correct11.9K
% Correct93%