During 2021, HESTA super fund earned a return of 1% p.a by making the following investments in asset classes:
weight Return (p.a)
Bonds 20% 5%
stocks 80% 0%
The return on a benchmark portfolio was 2% p.a., calculated from the following information.
weight Return (p.a)
Bonds (ASX Index) 50% 5%
Stocks (ASX Index) 50% -1%
The contribution of asset allocation across markets to the HESTA Super fund's annual total abnormal return wa:
The contribution of selection within markets to the HESTA Super fund's annual total abnormal return was ____
