Solution-Calculate the sharpe ratio treynor ratio and

Calculate the sharpe ratio treynor ratio and jensens alpha

Assignment Help Finance Basics

Reference no: EM131116723

Performance Metrics

When you pick the best choice for your portfolio, defend your decision in a one-page essay following APA guidelines.

You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate.

Year	Papa Fund	Mama Fund	Market	Risk-Free
2008	-12.6%	-22.6	-24.5%	1%
2009	25.4	18.5	19.5	3
2010	8.5	9.2	9.4	2
2011	15.5	8.5	7.6	4
2012	2.6	-1.2	-2.2	2

Calculate the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, and R-squared for both funds and determine which is the best choice for your portfolio.

Reference no: EM131116723

Questions Cloud

What do you mean by marketing channel : What do you mean by a marketing channel? Discuss the different kinds of channel intermediaries. What do you mean marketing communication? Discuss the various communication tools briefly.

Post-cold war period-bipolar international system : In the post-cold war period, the bipolar international system dominated by the equilibrium between the United States and the Soviet Union has ended. A new pattern must structure the relations among states. What is the most desirable pattern? What is ..

What evidence would he have to provide to support his claim : A male scored three points higher than a female on a selection test. The female was hired. The male filed a reverse discrimination case on the basis of unfair use of test scores for selection. What evidence would he have to provide to support his cla..

How might having been a valued member of a human group : Does this give use clues as to why humans became creatures born with such intense social instincts (including social emotions, social anxiety, need to be liked and valued, etc)?

Calculate the sharpe ratio treynor ratio and jensens alpha : Calculate the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, and R-squared for both funds and determine which is the best choice for your portfolio.

Components of gross domestic product : List the four components of Gross Domestic Product(GDP) and provide an example of each. Explain how each item affects you and the way that you live today

What restrictions-legal requirements have to be fulfilled : Picture yourself as a Senior Product Manager in your favorite industry. This could be high-tech, financial services, consumer products, electronics, automobiles, restaurants, food services, etc. Choose an industry with which you are familiar. Sit qui..

Determine the heat loss per unit area : Determine the heat loss per unit area and the mid plane temperature. Make sure you explain your answer in detail, as well as, list all steps leading to your answer.

What are the implications of what milgram found : The shock generator began at 50 volts and went all the way up, step by step, to 450 volts. How much voltage would you have given when given orders to administer progressively higher voltages with each "error" made by the "victim"?

User Account

All Pages

Calculate the sharpe ratio treynor ratio and jensens alpha

Reference no: EM131116723

Reference no: EM131116723

Questions Cloud

Reviews

Write a Review

Finance Basics Questions & Answers

Financial reporting and analysis

A report on financial accounting

Describe the types of financial ratios

Differences between sole proprietorship and corporation

Prepare a cash budget statement

What are the implied interest rates

State pricing theory and no-arbitrage pricing theory

Small business administration

Effect of financial leverage

Evaluate the basis for the payment to the lender

Importance of opps, ipps, mpfs and dmepos

Time value of money

Assured A++ Grade

Academics

Major Subjects

Majors

Get In Touch

TERMS & POLICIES

HELP & SUPPORT