CFA/FRM : How to Build Efficient Frontier in Excel- CAL and Use of Sharpe Ratio [Part 2 of 2]

[@slopsloppier5569]

Fintree is the first thing I type into youtube these days. This teacher is one of the best, thank you sir.

[@mohitagarwal-ri3wh]

One of the best teachers who gave practical examples !

[@FintreeIndia]

Thank you!

[@exploringeconomics8221]

Thank you sir , finally found some Indian based best content.

[@FintreeIndia]

We made an error with the spelling, it is “sharpe” ratio ! Apologies for it

[@shobharani7065]

Can we use Open Office in the CFA exam?

[@thiagotessarolosouza1196]

Thank you very much for sharing your knowledge. Great explanation! Thiago Tessarolo, CFA

[@sana_131]

Excellent way of teaching keep doing...too much helpful ❤❤

[@Warren4224]

This is excellent, thank you so much for sharing this video. I found it very helpful

[@Akki420ish]

15:09 So according to the equation: y = 0.5448x + 0.02, if the investor is asking for SD = 2%, then the expected return would be = 0.5448*(0.02)+ 0.02 ~ 3% and based on this expected return, the corresponding weights from your table would be 55% for Risky Asset and 45% for RFR. This means the final allocations for HUL and SBI would be ~38.5% and ~16.5%, correct?

[@NaifLivingHisLife]

Thanks for this easy to follow course

[@siddhantparkhe5509]

Wonderful explanation ....thank you ...

[@efstathioszavvos4878]

This is a great tutorial mate, thanks for sharing.

[@machoman4166]

one of the best ways to learn..

[@hk2737]

at around 6:45 when you start to draw the lines, shouldn't the third line which crosses 3.93% S.D. be tangent to the efficient frontier?

[@prabhakarmallik857]

Wooooow fintree 🙏🙌🙌

[@李之琪-t5x]

Thank you!! Soooo helpful!

[@Simthjohnson-z5o]

Thanks so much. Understandable

[@user-st6is9ml4x]

Can someone clarify.. 1) sharp ratio is always w.r.t. Risk free rate? 2) 10:34 so it is 3 assest portfolio?(HUL, SBI, govt. Bonds?) 3) Capital Allocation line is always w.r.t Risk free rate?

[@HackDiary1]

I don't understand bout w.r.t. what you mean by that but there are only 2 type of asset risky and risk free asset and under this category stocks and bonds are added

[@marthinsimanjuntak6839]

excellent

[@FSWML]

What if there were more than two stocks in one portfolio? Solving the Standard Deviation by using the formula would be tedious job, don't you think? Could you please make a video on this same concept, but with 4-5 stocks? Thank You once again for all your kind help!

[@FintreeIndia]

Noted, thank you

[@davidgerardstack4799]

how about you do that, record the video and post it

[@faizsyed9688]

@@FintreeIndia hello, were you able to have this done? would be interesting.

[@aakashtiwari2472]

Smooth!

[@Jertzukka]

Thank you, good video.

[@hjmontene]

I have seen that some investors don´t like to measure risk using standard deviation, because it penalizes positive return and negative return equal. They also don´t like to use the Sharpe Ratio because of this. They prefer the Maximum Drawdown as a Mesure of risk. ¿Is there any similar procedure for the Maximum Drawdown?

[@frazierwillard9316]

You should look up the Sortino ratio. It controls for the downside risk.

[@ntcuong01ct1]

Dear friends, the XYZ company have multiple child companies, I can see each child company is "product" in the product portfolio. How can I define return or risk of each company?. Thanks.

[@fifapro7883]

excellent