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HKSFA-HKEX Portfolio Management Competition 2017
 

HK$80,000 in prizes!

Contest runs 2nd May to 31st October 2017
Results judged by investment evaluation specialists

 

The Portfolio Management Competition takes the form of a simulated portfolio investments in HKEX listed securities or instruments for a six-month period.  Contestants will be judged on both quantitative and qualitative criterion.  The Competition is governed by CFA Institute’s Code of Ethics and Standards of Professional Conduct.   The aim of the competition is to identify potential portfolio management talent from within the community of HKSFA members, CFA candidates and qualified university students, as well as broadening the investment community’s understanding of risk-adjusted returns.  

We believe each contestant deserves a round of applause to their time and effort put in the second HKSFA-HKEX Portfolio Management Competition.  

To keep contestants abreast of the state of the Competition, the performance rankings are published periodically.  Our Performance Analytics Sponsor, EY, has assisted to generate the performance analytics, and the third result is shown in the league table of the top 20 contestants below :

Ranking Competition Registration No.  Time Weighted Return (TWR) Standard Deviation (SD) Sharpe
Ratio (Sharpe)
1 PMC088 52.13% 87.78 1.58
2 PMC044 32.61% 64.52 0.41
3 PMC048 32.61% 78.21 0.34
4 PMC224 28.97% 50.06 0.38
5 PMC124 18.94% 34.68 0.19
6 PMC095 17.25% 32.14 0.17
7 PMC133 14.52% 20.59 0.19
8 PMC250 13.02% 20.48 0.16
9 PMC076 12.97% 16.83 0.19
10 PMC018 10.83% 17.29 0.14
11 PMC199 9.61% 11.21 0.17
12 PMC235 9.01% 12.92 0.14
13 PMC197 8.99% 14.76 0.12
14 PMC073 8.84% 16.31 0.10
15 PMC118 8.67% 12.01 0.14
16 PMC123 8.53% 15.44 0.11
17 PMC091 8.09% 12.44 0.12
18 PMC202 8.03% 14.24 0.10
19 PMC139 7.60% 25.90 0.05
20 PMC189 6.90% 11.80 0.10

Calculation is based on source data from Interactive Brokers and the reporting period is as of 13th Jun 2017.

Please click here to see the Rules and Regulations of the Competition.

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2nd Result Announcement - League Table of Top 20 Contestants



Calculation is based on source data from Interactive Brokers and the reporting period is as of 30th May 2017.