Question: Using the data on returns for Contrafund in Files on Canvas, along with the SP500 returns from the class spreadsheet (OAKIX example), compute the Sharpe
Using the data on returns for Contrafund in Files on Canvas, along with the SP500 returns from the class spreadsheet (OAKIX example), compute the Sharpe and information ratios for Contrafund, assuming that the SP500 is an appropriate benchmark (use as many datapoints as you have observations on both for).
Contrafund rtns #NAME? 2/29/00 4.66% 3/31/00 4.62% 4/28/00 -6.47% 5/31/00 -3.88% 6/30/00 3.86% 7/31/00 -2.20% 8/31/00 5.35% 9/29/00 -1.80% 10/31/00 -2.50% 11/30/00 -7.36% 12/29/00 3.33% 1/31/01 -3.94% 2/28/01 -4.66% 3/30/01 -5.08% 4/30/01 4.73% 5/31/01 1.38% 6/29/01 -2.52% 7/31/01 -0.60% 8/31/01 -3.00% 9/28/01 -5.57% 10/31/01 0.87% 11/30/01 3.46% 12/31/01 2.30% 1/31/02 -0.61% 2/28/02 0.21% 3/29/02 3.29% 4/30/02 0.00% 5/31/02 0.40% 6/28/02 -4.16% 7/31/02 -6.82% 8/30/02 0.89% 9/30/02 -3.96% 10/31/02 2.29% 11/29/02 -0.45% 12/31/02 -0.67% 1/31/03 -3.17% 2/28/03 -1.17% 3/31/03 2.13% 4/30/03 4.86% 5/30/03 4.86% 6/30/03 1.68% 7/31/03 2.69% 8/29/03 3.23% 9/30/03 -0.78% 10/31/03 6.50% 11/28/03 1.85% 12/31/03 2.54% 1/30/04 0.00% 2/27/04 3.19% 3/31/04 0.69% 4/30/04 -1.53% 5/31/04 1.56% 6/30/04 2.21% 7/30/04 -4.33% 8/31/04 -0.35% 9/30/04 4.37% 10/29/04 0.84% 11/30/04 5.32% 12/31/04 2.68% 1/31/05 -1.38% 2/28/05 2.96% 3/31/05 -1.21% 4/29/05 -3.22% 5/31/05 4.59% 6/30/05 1.66% 7/29/05 4.46% 8/31/05 0.85% 9/30/05 2.97% 10/31/05 -1.65% 11/30/05 4.04% 12/30/05 1.34% 1/31/06 5.56% 2/28/06 -2.76% 3/31/06 2.06% 4/28/06 2.53% 5/31/06 -3.94% 6/30/06 0.77% 7/31/06 -1.40% 8/31/06 1.16% 9/29/06 1.02% 10/31/06 3.66% 11/30/06 2.68% 12/29/06 0.00% 1/31/07 2.25% 2/28/07 -2.09% 3/30/07 1.30% 4/30/07 3.51% 5/31/07 4.07% 6/29/07 -0.22% 7/31/07 -0.76% 8/31/07 1.75% 9/28/07 6.14% 10/31/07 5.08% 11/30/07 -2.80% 12/31/07 0.40% 1/31/08 -9.50% 2/29/08 -0.33% 3/31/08 -1.54% 4/30/08 5.35% 5/30/08 3.28% 6/30/08 -4.92% 7/31/08 -4.20% 8/29/08 -0.67% 9/30/08 -9.63% 10/31/08 -15.91% 11/28/08 -6.86% 12/31/08 1.60% 1/30/09 -5.67% 2/27/09 -7.35% 3/31/09 7.03% 4/30/09 6.23% 5/29/09 6.34% 6/30/09 0.00% 7/31/09 5.96% 8/31/09 1.83% 9/30/09 5.52% 10/30/09 -1.18% 11/30/09 5.56% 12/31/09 2.89% 1/29/10 -4.51% 2/26/10 2.81% 3/31/10 5.59% 4/30/10 1.65% 5/31/10 -6.60% 6/30/10 -3.22% 7/30/10 4.87% 8/31/10 -2.81% 9/30/10 10.05% 10/29/10 4.22% 11/30/10 1.10% 12/31/10 3.90% 1/31/11 0.63% 2/28/11 4.15% 3/31/11 0.20% 4/29/11 2.68% 5/31/11 -1.64% 6/30/11 -1.57% 7/29/11 0.40% 8/31/11 -4.88% 9/30/11 -7.43% 10/31/11 10.17% 11/30/11 -0.72% 12/30/11 -1.03% 1/31/12 5.01% 2/29/12 5.47% 3/30/12 3.77% 4/30/12 -0.09% 5/31/12 -5.64% 6/29/12 2.31% 7/31/12 0.85% 8/31/12 2.43% 9/28/12 3.19% 10/31/12 -3.62% 11/30/12 1.92% 12/31/12 0.18% 1/31/13 3.86% 2/28/13 1.38% 3/29/13 3.67% 4/30/13 1.81% 5/31/13 1.94% 6/28/13 -1.66% 7/31/13 5.16% 8/30/13 -1.53% 9/30/13 5.21% 10/31/13 4.81% 11/29/13 2.89% 12/31/13 2.47% 1/31/14 -2.28% 2/28/14 5.62% 3/31/14 -2.66% 4/30/14 -1.80% 5/30/14 3.32% 6/30/14 2.43% 7/31/14 -1.47% 8/29/14 4.42% 9/30/14 -1.12% 10/31/14 1.51% 11/28/14 2.11% 12/31/14 -0.49% 1/30/15 -1.34% 2/27/15 5.94% 3/31/15 -0.47% 4/30/15 -0.82% 5/29/15 2.13% 6/30/15 -0.29% 7/31/15 3.49% 8/31/15 -6.01% 9/30/15 -2.03% 10/30/15 7.08% 11/30/15 0.63% 12/31/15 -1.36% 1/29/16 -5.68% 2/29/16 -1.16% 3/31/16 5.60% 4/29/16 0.23% 5/31/16 1.69% 6/30/16 -1.54% 7/29/16 4.53% 8/31/16 0.22% 9/30/16 0.44% 10/31/16 -1.66% 11/30/16 0.62% 12/30/16 0.50% 1/31/17 4.39% 2/28/17 3.83% 3/31/17 1.59% 4/28/17 2.82% 5/31/17 3.58% 6/30/17 -0.43% 7/31/17 3.57% 8/31/17 1.61% 9/29/17 0.86% 10/31/17 4.70% 11/30/17 1.58% 12/29/17 0.29% 1/31/18 9.32% 2/28/18 -2.31% 3/30/18 -3.50% 4/30/18 1.18% 5/31/18 4.07% 6/29/18 0.93% 7/31/18 1.92% 8/31/18 4.51% 9/28/18 0.14% 10/31/18 -9.71% 11/30/18 0.72% 12/31/18 -7.87% 1/31/19 9.44% 2/28/19 2.39% 3/29/19 2.18% 4/30/19 4.91% 5/31/19 -5.71% 6/28/19 6.63% 7/31/19 0.89%
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