Analysis of Portfolio Return and Risk: A multination approach
DOI:
https://doi.org/10.31305/rrijm.2023.v08.n12.020Keywords:
Asset allocation, Risk, ReturnAbstract
This research examines the returns & risk associated with a portfolio consisting of 60% stocks (equity) and 40% cash rebalanced monthly. Returns of this 60-40 portfolio are compared to an index with 100% equity exposure. Countries selected for the study are India, The United States of America, The United Kingdom, Japan & Germany and the period of study chosen is from 1st January 2000 to 31st December 2020. Aim of the study is to see if the strategy delivers better than benchmark returns over 20-year period while taking a lower amount of risk, also to see in which markets does it perform relatively better.
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This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
This is an open access article under the CC BY-NC-ND license Creative Commons Attribution-Noncommercial 4.0 International (CC BY-NC 4.0).
