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You may want to follow the guidelines below for the final report of your Stock-Trak portfolio performance during the quarter. Your report is not expected to exceed four pages excluding any tables and appendices.
1. On the first page, replicate the investment policy statement (IPS) including your asset allocation that you submitted to the instructor.
2. Explain the funds allocation among different assets that you actually choose in your Stock-Trak portfolio. If your actual asset allocation is different from the allocation in your policy statement, explain the rationale for changing your asset allocations. Here you may think of strategic asset allocation and tactical asset allocation strategies that we discussed in chapter 16.
3. Provide your rationale for selecting the particular securities such as stock, mutual funds, ETFs, bonds, bond funds, real estate funds, etc. for your Stock-Trak portfolio. That is, explain why you considered these securities to be the most suitable in meeting your return-risk goals and asset allocations in the investment policy statement. You may use the portfolio investment philosophies and strategies from chapter 16 such as passive strategies, indexing, top-down approach, style-based strategies, asset attributes-based strategies, and technical analysis in your explanation (see chapter 16 and Exhibit 16.6).
4. Compare the performance of your portfolio relative to a relevant benchmark you stated in your policy statement. If you did not list a benchmark in your IPS, you may use a broader well-known benchmark such as S&P 500 or NADAQ composite, or create and use a hybrid benchmark of stock and bond markets (weighted average of the returns of a stock market index and bond market index).
5. Describe what worked and what did not work in your Stok-Trak portfolio? Explain what mistakes you made and what lessons did you learn from the Stock-Trak portfolio simulation? If you would have to redo this portfolio investment with your actual money or money from your investment clients, what you would do differently in managing such real money portfolios?
