User Account

All Pages

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"?

Reviews

Write a Review

Finance Basics Questions & Answers

  You believe that abc company will pay a dividend of 2 on

you believe that abc company will pay a dividend of 2 on its common stock next year. thereafter you expect dividends to

  Overwhelming majority of the cases disposed

Jackson County judges try thousands of cases per year. In an overwhelming majority of the cases disposed, the verdict stands as rendered.

  Higher prices make box-office debut

Higher Prices Make Box-Office Debut, The Wall Street Journal; Published in Mar, 25, 2010.

  What is the company''s cost of preferred stock, rps

Tunney Industries can issue perpetual preferred stock at a price of $50 a share. The issue is expected to pay a constant annual dividend of $3.80 a share. The flotation cost on the issue is estimated to be 5 percent. What is the company's cost of pre..

  Explain effective annual rate

Explain Effective annual rate and Steaks Galore needs to arrange financing for its expansion program

  Can we conclude at the 5 level of significance that the

in a study conducted by the water resources center and analyzed by the statistics consulting center at the virginia

  What must the coupon rate be on these bonds

Ponzi Corporation has bonds on the market with 14.5 years to maturity, a YTM of 7.50 percent, and a current price of $1,061. The bonds make semiannual payments.

  Computing the operating cash flows

The staff of Porter Manufacturing has estimated the following net after-tax cash flows and probabilities for a new manufacturing process: Line 0 gives the cost of the process, Lines 1 through 5 give operating cash flows, and Line 5* contains the ..

  Which statement presents information as of a specific point

which statement presents information as of a specific point in time?a income statement.b balance sheet.c statement of

  Portfolio diversification stocks offer an expected rate

Portfolio Diversification Stocks offer an expected rate of return of 10% with a standard deviation of 20%, whereas gold offers an expected return of 5% with a standard deviation of 25%.

  Calculate the operating breakeven point in units

Each warmer produced has a variable operating cost of $0.84 and sells for $1.00. Fixed operating costs are $28,000. The firm has annual interest charges of $6,000, preferred dividends of $2,000, and a 40% tax rate.

  Statement of financial position

Prepare an income statement for the year ended 31st July 2013, and a statement of financial position (balance sheet) as at that date, for Ms Lee's business. These statements and income statement should where relevant follow IFRS principles.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd