https://www.studyfull.com/question/46617/fnm221-first-task

my friend is saying we have to collect data from Bloomberg or Yahoo... do like how he explained me. see above message i have forwarded you below.

also need excel file.

you need to download into excel data from a hedge fund and a passive index fund which can be an etf. I got my data for the hedge fund from Credit Suisse (Rob Hayward posted some data on my studies from credit Suisse and Edhec .for hedge funds). I then downloaded data from Yahoo finance about a passive etf. You then have to do the calculations that Rob did for Bank of America. In excel. Sharpe ratio, value at risk, darting ratio etc. you need to explain the risks levels of both types of investment and argue which one is the better and why.

It is not a company. It is a passive fund or etf like the S&P 500. Then use Robs data from Credit Suisse or Edhec or go to Credit Suisse website and download their hedge fund index data. Make sure the data for both covers the same time period. Then analyse the risk of both investments and decide which is the better investment.

Credit Suisse index is are categories of index funds. Select a period such asMarch 2003 to March 2016. Then go to yahoo finance and download to excel data for the same time period. Then in excel you have to do the calculations Rob did for Bank of America. These are in my studies on an excel document. Copy what he did. Get Sharpe ratio, Santino ratio, value at risk, skew, Kurtosis, performance returns and then argue which investment style you think is the better. Hedge funds are very active. Passive index funds just buy the market and you only get the market return. Use the calculations to support your argument.