Which of the following performance measures does not require the measure to be compared to another value?
Question:
Which of the following performance measures does not require the measure to be compared to another value?
A. Sharpe ratio.
B. Treynor ratio.
C. Jensen’s alpha.
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C is correct The sign of Jensens alpha indicat...View the full answer
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Related Book For 
Investments Principles Of Portfolio And Equity Analysis
ISBN: 9780470915806
1st Edition
Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard
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