Question: Using benchmark, all annualized SP 500 SHSZ300 Raw return 0.130163 0.083747 Active return -0.06161 -0.0152 Tracking error 0.156428 0.21576 Sharpe ratio 0.263759 0.263759 Information ratio

Using benchmark, all annualized

SP 500 SHSZ300

Raw return 0.130163 0.083747

Active return -0.06161 -0.0152

Tracking error 0.156428 0.21576

Sharpe ratio 0.263759 0.263759

Information ratio -0.39389 -0.07045

Jensen's alpha -0.07459 0.014128

M2 -0.09173 -0.0262

Discuss what these performance metrics tell you about how well the portfolio did over the last 3 years.

Which benchmark better represents your portfolio?

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