PERFORMANCE MEASUREMENT OF RISK-BASED PORTFOLIO

Abstract

The purpose of this study is to measure risk-based portfolio performance compared with traditional portfolio. We will adjust the portfolio of assets in the portfolio every three months. Then calculate the return on the risk. It also measures how each portfolio looks like an investment. Measurement of concentration of asset weight and risk weight in portfolio assets. Measure the maximum loss of portfolio. Measures portfolio risk and portfolio turnover rates. To study each portfolio, select Asset Allocation using Asset Allocation. ETF Fund However, the MVP portfolio has the best risk-adjusted return on the market since January 2006 to December 2017. However, the MVP portfolio offers the best return on risk. Compared to the ERW IVP and MDP portfolio, the MVP portfolio has a higher concentration of asset weight and portfolio risk than the individual portfolio.