UNIVERSITY OF CONNECTICUT Student Managed Fund

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UNIVERSITY OF CONNECTICUT Student Managed Fund

• March 11, 2004
• Undergraduate Portfolio

Julia Yelevich George Kruglov
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Mission

• To employ a systematic approach consisting of
  both quantitative and qualitative fundamentals to
  identify companies that possess strong growth
  potential and above average return.

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Portfolio Objectives

• Outperform the SP 500 index
• Develop a well-diversified portfolio
• Invest consistently with market forecast

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Stock Selection Process
Industry Selection
Quantitative Analysis
Qualitative Analysis
Valuation Models
Discussion
Group Vote
Portfolio MonitoringRe-optimization Stop
Loss/Review Analysis
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Value
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Performance
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Performance
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Risk Assessment (As of 12/8/03)
Beta as of 12/8/03 obtained from
www.multexinvestor.com
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Risk Adjusted Performance(12/8/03-02/24/04)
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Attribution Analysis

• Allocation Effect
• Selection Effect

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Sector Allocation Effect (12/8/03-2/06/04)
SP performance from 12/08/2004-02/06/2004 was
6.87
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Security Selection Effect(12/08/03-02/06/04)
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Current Holdings
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Holdings Returns
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Forward Expectations

• Market Outlook
• Historical Return
• Value of Dollar
• Inflation
• GDP
• Risks
• Credit Risk (S/T vs. L/T)
• Unemployment
• Budget Deficit

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Conclusion

• Retrospection
• Self-Analysis

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Thank You

• The Foundation
• The Advisory Board
• Faculty
• Patrick Terrion, Professor Ghosh, Steering
  Committee

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QUESTIONS?