PBGC_RFP_16PBGC25R0052_0001_Attachment_2b_-_Phase_1_Rolling_IR_Mandatory_Supporting_Documentation_0001.xlsx

43 KB Posted

Attached to
PBGC Active EME Investment Management Services
Solicitation number
16PBGC25R0052
Issued by

About this file

Written by GovTribe AI ·

This Excel file contains a detailed 36-month Information Ratio Calculation Portfolio spreadsheet for the Pension Benefit Guaranty Corporation (PBGC) Active Emerging Market Equity Investment Services solicitation. The table provides monthly and annualized financial performance metrics, including excess returns, geometric excess returns, standard deviation, and information ratio calculations from January 2016 to December 2024. The data tracks portfolio performance against a benchmark, with metrics calculated on a monthly basis and annualized over a 36-month period, showing variations in investment performance across different months and years.

The spreadsheet appears to be a supporting document for the RFP (Solicitation Number: 16PBGC25R0052), which seeks Active Emerging Market Equity Investment Management Services. The comprehensive financial data likely serves as mandatory supporting documentation to demonstrate historical investment performance and analytical capabilities for potential investment management service providers. The document provides a granular view of investment performance, including monthly excess returns, geometric calculations, and standardized performance measurements that would be critical for evaluating potential investment management services.

View the file

Other files

File Type Posted
PBGC_RFP_16PBGC25R0052_0002_Attachment_2a_-_Phase_1_Mandatory_Requirements_Questionnaire_0002.pdf PDF
PBGC_RFP_16PBGC25R0052_0002_Attachment_8_-_QandA_-_Final_0002.xlsx XLSX spreadsheet
Sol_16PBGC25R0052_Amd_0003.pdf PDF
PBGC RFP 16PBGC25R0052 0002 Attachment 2a - Phase 1 Mandatory Requirements Questionnaire.pdf PDF
Sol_16PBGC25R0052_Amd_0002.pdf PDF
PBGC RFP 16PBGC25R0052 0002 Attachment 8 - QandA - Final.xlsx XLSX spreadsheet
Sol_16PBGC25R0052_Amd_0001_signed.pdf PDF
PBGC_RFP_16PBGC25R0052_0001_Active_EME_Management_Services_Solicitation_Cover_Letter_0001.pdf PDF
Sol_16PBGC25R0052_Amd_0001.pdf PDF
PBGC_RFP_16PBGC25R0052_0001_Attachment_2a_-_Phase_1_Mandatory_Requirements_Questionnaire_0001.pdf PDF
PBGC_RFP_16PBGC25R0052_0001_Attachment_5_-_Phase_2_Corporate_Experience_Questionnaire_0001.pdf PDF
PBGC_RFP_16PBGC25R0052_Attachment_7_-_Organizational_Conflict_of_Interest_Statement.docx DOCX document
PBGC_RFP_16PBGC25R0052_Attachment_1_-_Pricing_Schedule.xlsx XLSX spreadsheet
PBGC_RFP_16PBGC25R0052_Attachment_5_-_Phase_2_Corporate_Experience_Questionnaire.pdf PDF
PBGC_RFP_16PBGC25R0052_Attachment_4_-_Phase_2_Firm_Resources_Questionnaire.pdf PDF
PBGC_RFP_16PBGC25R0052_Active_EME_Management_Services_Solicitation_Cover_Letter.pdf PDF
PBGC_RFP_16PBGC25R0052_Attachment_8_-_QandA_Template.xlsx XLSX spreadsheet
PBGC_RFP_16PBGC25R0052_Attachment_2a_-_Phase_1_Mandatory_Requirements_Questionnaire.pdf PDF
PBGC_RFP_16PBGC25R0052_Attachment_3_-_Phase_2_Technical_Approach_Questionnaire.pdf PDF
Sol_16PBGC25R0052.pdf PDF
PBGC_RFP_16PBGC25R0052_Attachment_2b_-_Phase_1_Rolling_IR_Mandatory_Supporting_Documentation.xlsx XLSX spreadsheet
PBGC_RFP_16PBGC25R0052_Attachment_6_-_Phase_2_Excel_Tables_-_FIRM_NAME.xlsx XLSX spreadsheet
Show all 22

On GovTribe

Work with this file

  • Download the original file
  • Contacts named in this file
  • Similar government files
  • Ask GovTribe AI about this file
Try for free Login

Text version

The file's text, extracted by GovTribe without its formatting.

Rolling IR Mandatory Worksheet

Table 11 - Rolling 36 Month Information Ratio Calculation
Portfolio (in %)Benchmark (in %)Monthly Excess Return (C) (in %)Monthly Geometric Excess (D)36 Month Annualized Excess (E) (in %)36 Month T.E. (Std Dev of Excess REturn) (F) (in %)Information Ratio
Period Ending(A)(B)((1+A/100) / (1+B/100)) - 1(1+C/100)((1+D5/100)*(1+D6/100)*

*(1+D39/100)*(1+D40/100)) ^ (1/3)-1 STDEV(C5:C40)

SQRT(12)(E/F)
AVERAGE-3.7317.44-0.24
12/31/24-0.140.141.00141.9617.540.11
11/30/24-3.593.731.03731.2817.580.07
10/31/24-4.454.651.04651.4517.620.08
9/30/246.68-6.260.9374-0.4017.44-0.02
8/31/241.61-1.590.98413.1517.170.18
7/31/240.30-0.300.99702.8217.220.16
6/30/243.94-3.790.96215.3417.660.30
5/31/240.56-0.560.99446.6417.480.38
4/30/240.45-0.450.99556.0317.550.34
3/31/242.48-2.420.97585.3217.620.30
2/29/244.76-4.540.95466.7217.540.38
1/31/24-4.644.871.04878.1117.290.47
12/31/233.91-3.760.96245.3517.250.31
11/30/238.00-7.410.92594.2117.600.24
10/31/23-3.894.041.04043.8117.770.21
9/30/23-2.622.691.02691.7617.700.10
8/31/23-6.166.561.06561.4117.660.08
7/31/236.23-5.860.9414-1.4417.30-0.08
6/30/233.80-3.660.9634-2.2717.62-0.13
5/31/23-1.681.711.0171-3.3617.94-0.19
4/30/23-1.131.151.0115-4.1517.91-0.23
3/31/233.03-2.940.9706-7.2618.49-0.39
2/28/23-6.486.931.0693-0.9621.34-0.04
1/31/237.90-7.320.9268-1.3821.21-0.07
12/31/22-1.411.431.01432.7720.920.13
11/30/2214.83-12.920.8708-0.1421.33-0.01
10/31/22-3.103.201.03204.6219.870.23
9/30/22-11.7213.281.13282.1119.980.11
8/31/220.42-0.420.9958-2.6618.47-0.14
7/31/22-0.250.251.0025-0.8918.71-0.05
6/30/22-6.647.121.0712-0.5618.72-0.03
5/31/220.44-0.440.9956-4.7618.55-0.26
4/30/22-5.565.891.0589-2.1919.13-0.11
3/31/22-2.262.311.0231-4.7118.83-0.25
2/28/22-2.993.081.0308-5.6918.77-0.30
1/31/22-1.891.931.0193-6.7118.66-0.36
12/31/211.88-1.840.9816-9.8619.11-0.52
11/30/21-4.084.251.0425-8.4919.20-0.44
10/31/210.99-0.980.9902-10.9519.08-0.57
9/30/21-3.974.141.0414-7.9119.99-0.40
8/31/212.62-2.550.9745-8.9819.81-0.45
7/31/21-6.737.221.0722-7.3519.87-0.37
6/30/210.17-0.170.9983-10.1319.36-0.52
5/31/212.32-2.270.9773-8.8019.58-0.45
4/30/212.49-2.430.9757-6.9919.70-0.35
3/31/21-1.511.531.0153-6.0819.67-0.31
2/28/210.76-0.760.9924-5.9719.69-0.30
1/31/213.07-2.970.9703-4.2419.91-0.21
12/31/207.35-6.850.9315-5.8220.32-0.29
11/30/209.25-8.470.9153-4.6920.04-0.23
10/31/202.06-2.020.9798-1.9019.44-0.10
9/30/20-1.601.631.0163-2.3619.50-0.12
8/31/202.21-2.160.9784-2.7619.48-0.14
7/31/208.94-8.200.9180-2.7619.48-0.14
6/30/207.35-6.850.9315-1.8619.16-0.10
5/31/200.77-0.760.99240.1518.740.01
4/30/209.16-8.390.9161-0.5618.82-0.03
3/31/20-15.4018.211.18211.6518.180.09
2/29/20-5.275.571.0557-4.6614.79-0.32
1/31/20-4.664.891.0489-7.3014.45-0.51
12/31/197.46-6.940.9306-10.3714.32-0.72
11/30/19-0.140.141.0014-8.2613.85-0.60
10/31/194.22-4.050.9595-6.8514.20-0.48
9/30/191.91-1.870.9813-5.6414.05-0.40
8/31/19-4.885.131.0513-5.4414.03-0.39
7/31/19-1.221.241.0124-7.7613.68-0.57
6/30/196.24-5.870.9413-9.6313.85-0.70
5/31/19-7.267.821.0782-8.9913.64-0.66
4/30/192.11-2.060.9794-10.1112.97-0.78
3/31/190.84-0.830.9917-9.6512.95-0.75
2/28/190.22-0.220.9978-13.0714.40-0.91
1/31/198.76-8.050.9195-12.9614.41-0.90
12/31/18-2.652.721.0272-8.4714.52-0.58
11/30/184.12-3.960.9604-8.6014.48-0.59
10/31/18-8.719.541.0954-6.1214.60-0.42
9/30/18-0.530.531.0053-11.0013.77-0.80
8/31/18-2.702.781.0278-10.2513.94-0.74
7/31/182.20-2.150.9785-8.2115.14-0.54
6/30/18-4.154.331.0433-5.3015.80-0.34
5/31/18-3.543.671.0367-5.8115.66-0.37
4/30/18-0.440.441.0044-5.6615.71-0.36
3/31/18-1.861.891.0189-8.1016.18-0.50
2/28/18-4.614.831.0483-8.2316.16-0.51
1/31/188.33-7.690.9231-10.5815.88-0.67
12/31/173.59-3.470.9653-8.3415.35-0.54
11/30/170.20-0.200.9980
10/31/173.51-3.390.9661
9/30/17-0.400.401.0040
8/31/172.23-2.180.9782
7/31/175.96-5.630.9437
6/30/171.01-1.000.9900
5/31/172.96-2.870.9713
4/30/172.19-2.140.9786
3/31/172.52-2.460.9754
2/28/173.06-2.970.9703
1/31/175.47-5.190.9481
12/31/160.22-0.220.9978
11/30/16-4.604.831.0483
10/31/160.24-0.240.9976
9/30/161.29-1.270.9873
8/31/162.49-2.420.9758
7/31/165.03-4.790.9521
6/30/164.00-3.840.9616
5/31/16-3.733.871.0387
4/30/160.54-0.540.9946
3/31/1613.23-11.690.8831
2/29/16-0.160.161.0016
1/31/16-6.496.941.0694
12/31/15-2.232.281.0228
11/30/15-3.904.061.0406
10/31/157.13-6.660.9334
9/30/15-3.013.101.0310
8/31/15-9.049.941.0994
7/31/15-6.937.451.0745
6/30/15-2.602.671.0267
5/31/15-4.004.171.0417
4/30/157.69-7.140.9286
3/31/15-1.421.441.0144
2/28/153.10-3.000.9700
1/31/150.60-0.600.9940

&A

File details come from the government source that posted it. Updated .