Portfolio Management Case Solution

Currency Shares Euro ETF

The Currency Shares Euro ETF is one of the favourite trade company among the investors who actually love to trade in Euro. The funds invested in the Currency Shares Euro ETF fluctuate with the fluctuation in Euro. The features of the investment in the Currency Shares Euro ETF are mostly like the features of Euro. The shares and the bonds from the Currency Shares Euro ETF are planned to be responsible for different types of investors in order to proceeds investments with high profits resembling to the holdings of the Euro.

The funds in the Currency Shares Euro ETF are subjected with the exposure of different risks associated with the investment in it as the funds are physical euro currency. The basic income taxes are also applied on the delivery of the funds by the Currency Shares Euro ETF. The transactions are different as compared to other shares that are subject to tax only on the dividends or on long-term capital gains.

Currency Shares Euro ETF analysis

Mean

The standard mean of the 108.6 shows the average price of Currency Shares Euro ETF. The standard mean is calculated from the data over the last year. The mean reflects the buyers and sellers get the average investment at the rate of 108.6. The standard error of the mean is at 0.13, which reflects each of the observation falls a minimum of in reaching the average price of the Currency Shares Euro ETF. The Standard error on the mean is calculated with a 95% interval on both directions.

Standard deviation

The volatility for the investment in the Currency Shares Euro ETF in Portfolio is examined by the standard deviation. The standard deviation is mostly considered by investors in order to examine the volatility in the portfolio for historical data. Standard deviation gives the idea of the consistency of the risk and return on certain funds.

The average standard deviation from the data of CurrencyShares Euro ETF is 0.41 that reflects the deviation of the observations with respect to their mean. The standard deviation might not be considered as the low expected return on the investment, it might differ with the situation. Most of the time, it is termed as the systematic risk to the investment.

Expected return

The expected return in the investment in Currency Shares Euro ETF is calculated by taking an average on expected returns of each day. The expected return is observed as fluctuating over the time. It has been observed in both directions. The average expected return on the Currency Shares Euro ETF is -0.01%. The negative expected returns reflects loss in order to avail the investment in the Currency Shares Euro ETF.

Co-efficient of variance

The coefficient of variance is another term used to define the volatility in the share price as compared to overall investment. The Co-efficient of Variance of the investment in the Currency Share Euro ETF determines the volatility in terms of its average price of the share. The average Co-efficient of Variance of 0.0038 defines the rare volatility in the mean of the share price observed over the period.

Nuveen-CF Commodity market:

Nuveen Diversified Commodity Fund is the shareholder’s approved plan to convert the fund into exchange trade fund that measures the relationship between the share price and net asset value. The main objective of this fund is to create a higher risk adjusted total return compared with the benchmarks of other commodity markets. The second objective is to generate higher returns and to outperform its industry benchmarks.

The investment strategy is that, the funds are invested in diversified portfolios in both futures and forwards market in order to gain large exposure in the market globally. It provides three components of investment strategies that are designed by Gresham’s proprietary: (1) investments through the tangible assets, (2) integrated program by using the call option,…………….

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