Question: Could someone please find TWO (Does not matter which ones) of the following from the data provided? This is based on a class portfolio 14
Could someone please find TWO (Does not matter which ones) of the following from the data provided? This is based on a class portfolio 14 week period! Please help, thank you!
- Information ratio
- The Treynor Ratio
- The Sharpe Ratio
- Jensens Alpha
- R-Squared

what info is missing?
CASH MARKET VALUE Cash Balance $0.00 Market Value of Long Positions $1,064,199.04 Short Sale Proceeds $0.00 Market Value of Short Positions $0.00 Loan Balance $5,591.91 Net Market Value of all Positions $1,064,199.04 Interest Earned on Cash $1,263.30 MARKET VALUE $12.45 SPY ETF at start date $378.69 Interest Charged on Loan $0.00 Bonus Cash Current SPY ETF $417.26 PORTFOLIO AND BUYING POWER SPY ETF % Return 9.24% Portfolio Value $1,058,607.13 Percentage Return 5.86% Portfolio Value at 1st of Month $1,036,040.81 TRADES MADE/REMAINING Restricted Funds $0.00 Trades Made/Allowed 51/249 CHARGES/DIVIDENDS Margin Requirements $0.00 Total Commssions $510.00 Buying Power $1,016,921.96 Total Dividends Received $1,473.70 CASH MARKET VALUE Cash Balance $0.00 Market Value of Long Positions $1,064,199.04 Short Sale Proceeds $0.00 Market Value of Short Positions $0.00 Loan Balance $5,591.91 Net Market Value of all Positions $1,064,199.04 Interest Earned on Cash $1,263.30 MARKET VALUE $12.45 SPY ETF at start date $378.69 Interest Charged on Loan $0.00 Bonus Cash Current SPY ETF $417.26 PORTFOLIO AND BUYING POWER SPY ETF % Return 9.24% Portfolio Value $1,058,607.13 Percentage Return 5.86% Portfolio Value at 1st of Month $1,036,040.81 TRADES MADE/REMAINING Restricted Funds $0.00 Trades Made/Allowed 51/249 CHARGES/DIVIDENDS Margin Requirements $0.00 Total Commssions $510.00 Buying Power $1,016,921.96 Total Dividends Received $1,473.70
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
