Question: In finance, the _ _ _ _ _ _ _ _ is the ratio of a fund's excess returns ( annualized total returns minus Treasury

In finance, the ________ is the ratio of a fund's excess returns (annualized total returns minus Treasury bill returns) to its standard deviation.
A.
field ratio
B.
Sortino ratio
C.
Sharpe ratio
D.
Calmar ratio

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Q:

*Please let me know how to send the accompanying excel sheet needed for the hedge fund styles* I need help with the python code to compute these answers. Question 1 (10pts Suppose that you are...

Q:

give a summary of this article please!!! comment on its implications for manager rewards and investors returns. please answer I really need for class!!!! thank you!!!! Portfolio Performance...

Q:

ABC hedge fund has raised $50 million in capital and levers this amount 8 to 1 for investment i.e. they borrow an additional $350 million, and buy a total of $400 million of investments. The leverage...

Q:

ITEM #1 LEARNING FROM THE HEADLINES True to the Learning from the Headlines approach of this course, watch the Part Three Intro Video after you read the short article the video highlights. Notice...

Q:

You work for a private wealth management firm that follows an "external investment" model, whereby it decides which outside managers it should recommend to clients. One mutual fund that is a...

Q:

Hello. I need to write a three page review for the two articles attached. Each review should include a brief summary that include the major points of the article, as well as a summary of my own...

Q:

If you are having issues viewing, right clicking the images and opening in new tab usually works great. Thank you. You work for a private wealth management firm that follows an "external investment"...

Q:

Please Provide a 2 to 3 page article review for each, there attached on this question. Your discussion should include a brief summary (including the big ideas or major points of the article) along...

Q:

Masters of Management in Finance and Investment Wits Business School Investments Assignment Due Date: Friday February 24, 2023 Total = 105 marks Useful Formulas Var(RP) = who% + (1 -WA)log + 2WA(l...

Q:

you work for a private wealth management firm that follows an external investment model whereby it decides which outside managers it should recommend to clients. one mutual fund that is a candidate...

Q:

If we describe an enzyme like aspartate transcarbamoylase and say that it exhibits cooperativity, what do we mean?

Q:

Suppose you have $50,000 to invest in two funds. The first is a high-risk Fund A that pays 12% yearly interest, unless it loses all its money. The second Fund B is safer, and pays 6% interest yearly....

Q:

E1.1 (LO 2) (Usefulness, Objective of Financial Reporting) Indicate whether the following statements about the Conceptual Framework are true or false. If false, provide a brief explanation supporting...

Q:

2023 1040 form 1.Phillip and Claire are married and file a joint return. Phillip is self-employed as a real estate agent, and Claire is a flight attendant. Phillip and Claire have three dependent...