Competitions > FP Portfolio Competition

The Rotman School of Management is currently competing the Financial Post MBA Portfolio Competition.

Objective: To generate a portfolio for an investor who owns a well diversified international portfolio along with significant fixed income and cash reserves. To produce the largest absolute returns with the lowest amount of risk (volatility).

Strategy: We are broadly diversified among different sectors to maintain a low sharpe ratio while overweighting sectors that we feel represent the greatest opportunity for return.

Current Rank: 1st (As of Feb 28/06)

Team Composition

Chris Lee
Michelle Lozano
Shal Patel
Ron Tsang
Rob Voss
Bernard Yu

Files:

Excel Spreadsheet