This analysis has two parts.
This first part of the analysis evaluates the performance among various algorithmic, hedge, and mutual fund portfolios and compares them against the S&P 500.
The second part of the analysis involved creating a custom portfolio called "My Portfolio". This custom portfolio comprised the historical closing prices for Qualcomm, Coke and Disney. Lastly I compared the performance of "My Portfolio" against the initial group of funds to see how it stacked up.
Key findings include:
- Algo 1, an algorithmic trading hedgefund, had the highest cumulative return and the S&P 500 had the lowest.
- Berkshire Bathaway and Tiger Global Management both had higher annualized standard deviations than the S&P 500. BRKB and Tiger Global Management's fund and are therefore riskier investments as measured by volatility.
- Algo 1 had the highest Sharpe Ratio by far at 1.36. Berkshire Hathaway and Algo 2 also had high Sharpe ratios at 0.52 and 0.51 respectively.
- My Portfolio had the 3rd highest standard deviation and the 4th highest Sharpe ratio, indicating that strong returns helped to offset the higher volaility.