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Investment Portfolio Performance Analysis

The document outlines the performance of two investment portfolios, A and B, over six weeks, detailing bid and ask rates, investment percentages, and values in both USD and foreign currencies. Portfolio A shows a gradual decline in total value and returns, while Portfolio B also experiences a decrease in value and returns, with varying percentages across the weeks. Overall, both portfolios indicate a negative trend in returns throughout the specified period.

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nafis.shahriar2007
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12 views8 pages

Investment Portfolio Performance Analysis

The document outlines the performance of two investment portfolios, A and B, over six weeks, detailing bid and ask rates, investment percentages, and values in both USD and foreign currencies. Portfolio A shows a gradual decline in total value and returns, while Portfolio B also experiences a decrease in value and returns, with varying percentages across the weeks. Overall, both portfolios indicate a negative trend in returns throughout the specified period.

Uploaded by

nafis.shahriar2007
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

Portfolio A % of 30 million

Country of Investment Date Bid Rate Investment Percentage Value in USD


EUR/USD 15-Oct 0.916 35% 10,500,000
GBP/USD 15-Oct 0.7659 35% 10,500,000
JPY/USD 15-Oct 149.558 30% 9,000,000
15 oct Day 1

Portfolio A % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
EUR/USD 21-Oct 0.92 35% 9,618,000
GBP/USD 21-Oct 0.7664 35% 8,041,950
JPY/USD 21-Oct 149.559 30% 1,346,022,000
Week 1 (21 oct)

Portfolio A % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
EUR/USD 28-Oct 0.9263 35% 9,618,000
GBP/USD 28-Oct 0.7716 35% 8,041,950
JPY/USD 28-Oct 152.418 30% 1,346,022,000
Week 2 (28 oct)

Portfolio A % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
EUR/USD 4-Nov 0.9228 35% 9,618,000
GBP/USD 4-Nov 0.7741 35% 8,041,950
JPY/USD 4-Nov 152.998 30% 1,346,022,000
Week 3 (4 nov)

Portfolio A % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
EUR/USD 11-Nov 0.9331 35% 9,618,000
GBP/USD 11-Nov 0.7743 35% 8,041,950
JPY/USD 11-Nov 152.671 30% 1,346,022,000
Week 4 (11 nov)

Portfolio A % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
EUR/USD 18-Nov 0.9489 35% 9,618,000
GBP/USD 18-Nov 0.7926 35% 8,041,950
JPY/USD 18-Nov 154.415 30% 1,346,022,000
Week 5 (18 nov)

Portfolio A % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
EUR/USD 25-Nov 0.9524 35% 9,618,000
GBP/USD 25-Nov 0.7977 35% 8,041,950
JPY/USD 25-Nov 154.774 30% 1,346,022,000
Week 6 (25 nov)
Value in Foreign Currency
9,618,000
8,041,950
1,346,022,000

Value in USD Total Value 29,947,437.44


10,454,347.83 Return Week 1 -0.001752
10,493,149.79 % of Return -0.18
8,999,939.82 Standard Deviation

Value in USD Total Value 29,636,801.38


10,383,245.17 Return Week 2 -0.01211
10,422,433.90 % of Return -1.21
8,831,122.31 Standard Deviation

Value in USD Total Value 29,609,045.26


10,422,626.79 Return Week 3 -0.0130
10,388,774.06 % of Return -1.30
8,797,644.41 Standard Deviation

Value in USD Total Value 29,510,155.30


10,307,576.89 Return Week 4 -0.0163
10,386,090.66 % of Return -1.63
8,816,487.74 Standard Deviation

Value in USD Total Value 28,999,149.79


10,135,946.89 Return Week 5 -0.0334
10,146,290.69 % of Return -3.34
8,716,912.22 Standard Deviation

Value in USD Total Value 28,876,812.86


10,098,698.03 Return Week 6 -0.0374
10,081,421.59 % of Return -3.74
8,696,693.24 Standard Deviation
Portfolio B % of 30 million
Country of Investment Date Bid Rate Investment Percentage Value in USD
AUD/USD 15-Oct 1.4864 30% $ 9,000,000.00
CAD/USD 15-Oct 1.3788 25% $ 7,500,000.00
RMB/USD 15-Oct 7.0808 20% $ 6,000,000.00
KRW/USD 15-Oct 1356.39 25% $ 7,500,000.00
15 oct Day 1

Portfolio B % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
AUD/USD 21-Oct 1.4892 30% 13,377,600
CAD/USD 21-Oct 1.3803 25% 10,341,000
RMB/USD 21-Oct 7.1028 20% 42,484,800
KRW/USD 21-Oct 1370.82 25% 10,172,925,000
Week 1 (21 oct)

Portfolio B % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
AUD/USD 28-Oct 1.5142 30% 13,377,600
CAD/USD 28-Oct 1.3894 25% 10,341,000
RMB/USD 28-Oct 7.1221 20% 42,484,800
KRW/USD 28-Oct 1390.34 25% 10,172,925,000
Week 2 (28 oct)

Portfolio A % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
AUD/USD 4-Nov 1.5241 30% 13,377,600
CAD/USD 4-Nov 1.3956 25% 10,341,000
RMB/USD 4-Nov 7.1236 20% 42,484,800
KRW/USD 4-Nov 1381.48 25% 10,172,925,000
Week 3 (4 nov)

Portfolio B % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
AUD/USD 11-Nov 1.5184 30% 13,377,600
CAD/USD 11-Nov 1.3915 25% 10,341,000
RMB/USD 11-Nov 7.1802 20% 42,484,800
KRW/USD 11-Nov 1399.19 25% 10,172,925,000
Week 4 (11 nov)

Portfolio B % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
AUD/USD 18-Nov 1.5483 30% 13,377,600
CAD/USD 18-Nov 1.4092 25% 10,341,000
RMB/USD 18-Nov 7.2337 20% 42,484,800
KRW/USD 18-Nov 1398.58 25% 10,172,925,000
Week 5 (18 nov)

Portfolio B % of 30 million
Country of Investment Date Ask Rate Investment Percentage Value in Foreign Currency
AUD/USD 25-Nov 1.5273 30% 13,377,600
CAD/USD 25-Nov 1.3981 25% 10,341,000
RMB/USD 25-Nov 7.244 20% 42,484,800
KRW/USD 25-Nov 1403.22 25% 10,172,925,000
Week 6 (25 nov)
Value in Foreign Currency
$ 13,377,600.00
$ 10,341,000.00
$ 42,484,800.00
$ 10,172,925,000.00

Value in USD Total Value 29,877,394


$ 8,983,078.16 Return Week 1 -0.0041
$ 7,491,849.60 % of Return -0.41
$ 5,981,415.78 Standard Deviation
$ 7,421,050.90

Value in USD Total Value 29,559,614


$ 8,834,764.23 Return Week 2 -0.0147
$ 7,442,781.06 % of Return -1.47
$ 5,965,206.89 Standard Deviation
$ 7,316,861.34

Value in USD Total Value 29,514,831


$ 8,777,376.81 Return Week 3 -0.0162
$ 7,409,716.25 % of Return -1.62
$ 5,963,950.81 Standard Deviation
$ 7,363,787.39

Value in USD Total Value 29,429,395


$ 8,810,326.66 Return Week 4 -0.0190
$ 7,431,548.69 % of Return -1.90
$ 5,916,938.25 Standard Deviation
$ 7,270,581.55

Value in USD Total Value 29,125,322


$ 8,640,186.01 Return Week 5 -0.2916
$ 7,338,206.07 % of Return 13146929.60
$ 5,873,176.94 Standard Deviation
$ 7,273,752.66

Value in USD Total Value 29,269,980


$ 8,758,986.45 Return Week 6 -0.0243
$ 7,396,466.63 % of Return -2.43
$ 5,864,826.06 Standard Deviation
$ 7,249,700.69

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