The data in the figure has been collected to appraise the performance of four asset management...

 

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The data in the figure has been collected to appraise the performance of four asset management firms: Return Fund 1 6,45% Fund 2 Fund 3 Fund 4 Market Index 8,96% 9,44% 5,82% 6% Beta 0,88 1,02 1,36 0,8 1,0 Standard 2,74% 4,54% 3,72% 2,64% 2,8% deviation Standard 5,6% 6,1% 12,5% 5,3% N/A deviation of excess returns The market index return and risk-free rate of return for the relevant period were 6% and 3% respectively. Calculate and rank the funds using Jensen's alpha, the Treynor ratio, the Sharpe ratio, the Information ratio and M. The data in the figure has been collected to appraise the performance of four asset management firms: Return Fund 1 6,45% Fund 2 Fund 3 Fund 4 Market Index 8,96% 9,44% 5,82% 6% Beta 0,88 1,02 1,36 0,8 1,0 Standard 2,74% 4,54% 3,72% 2,64% 2,8% deviation Standard 5,6% 6,1% 12,5% 5,3% N/A deviation of excess returns The market index return and risk-free rate of return for the relevant period were 6% and 3% respectively. Calculate and rank the funds using Jensen's alpha, the Treynor ratio, the Sharpe ratio, the Information ratio and M.

Answer rating: 100% (QA)

To calculate and rank the funds using Jensens alpha Treynor ratio Sharpe ratio Information ratio and ... View the full answer