calculate the other information ( portfolio, benchmark index & Tracking error & information ratio & annualised return
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Portfolio A (%) Portfolio B (%) Benchmark (%) Diff A Difference Squared A Portfolio Index A 1 Benchmark Index 22.82 21.91 20.12 0.027 0.000729 1.2191 -23.15 -22.03 -23.89 0.0074 0.00005476 2.52 2.86 4.46 -0.0194 0.00037636 -14.4 -13.11 -13.62 -0.0078 0.00006084 -29.04 -31.47 -31.48 0.0244 0.00059536 8.48 9.01 6.03 0.0245 0.00060025 26.17 24.02 25.4 0.0077 0.00005929 -31.65 -35.11 -34.04 0.0239 0.00057121 21.47 23.12 21.85 -0.0038 0.00001444 64.69 64.04 63.02 0.0167 0.00027889 Sum of Difference A Tracking Error A 0.0033404 Annualised Return= Alpha = Annualised Return Benchmark = Information Ratio A Portfolio A (%) Portfolio B (%) Benchmark (%) Diff A Difference Squared A Portfolio Index A 1 Benchmark Index 22.82 21.91 20.12 0.027 0.000729 1.2191 -23.15 -22.03 -23.89 0.0074 0.00005476 2.52 2.86 4.46 -0.0194 0.00037636 -14.4 -13.11 -13.62 -0.0078 0.00006084 -29.04 -31.47 -31.48 0.0244 0.00059536 8.48 9.01 6.03 0.0245 0.00060025 26.17 24.02 25.4 0.0077 0.00005929 -31.65 -35.11 -34.04 0.0239 0.00057121 21.47 23.12 21.85 -0.0038 0.00001444 64.69 64.04 63.02 0.0167 0.00027889 Sum of Difference A Tracking Error A 0.0033404 Annualised Return= Alpha = Annualised Return Benchmark = Information Ratio A
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