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
*If more info is needed, please let me know what specific information is needed*


Return for my portfolio: 5.86%
Index/Benchmark Return s&p500: 9.24%
risk free ROR: 3.19
How do I find the Standard deviation of my portfolio then??? Because I have not ben provided a std. deviation.. Would it just be all my individual stock returns/# of stocks?
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 EQUITY TRADING RULES CASH RATES OVERALL TRADING PARAMETERS Position Limit 10% Interest Earn Rate 3% Account Currency USD Commission $10.00 Interest Charge Rate 8% Beginning Cash $1,000,000.00 Minimum Stock Short Price $3.00 Trading Begin Date 01/11/2021 09:30 AM Commission $10.00 Per Trade Trading End Date 04/16/2021 04:00 PM Equity Margin % 100% Registration Start date 01/11/2021 12:00 AM Minimum Marginable Price $3.00 Registration End date 04/07/2021 11:59 PM Maximum Trades allowed 300 Day trading allowed No Short Selling Allowed Yes ##Position Limit## of portfolio 10% of portfolio Stock Commission $10.00 Per Trade Minimum Stock Price $1.00 Allow Trading on Margin Yes 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 EQUITY TRADING RULES CASH RATES OVERALL TRADING PARAMETERS Position Limit 10% Interest Earn Rate 3% Account Currency USD Commission $10.00 Interest Charge Rate 8% Beginning Cash $1,000,000.00 Minimum Stock Short Price $3.00 Trading Begin Date 01/11/2021 09:30 AM Commission $10.00 Per Trade Trading End Date 04/16/2021 04:00 PM Equity Margin % 100% Registration Start date 01/11/2021 12:00 AM Minimum Marginable Price $3.00 Registration End date 04/07/2021 11:59 PM Maximum Trades allowed 300 Day trading allowed No Short Selling Allowed Yes ##Position Limit## of portfolio 10% of portfolio Stock Commission $10.00 Per Trade Minimum Stock Price $1.00 Allow Trading on Margin Yes
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