Mutual funds outperformed the market

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The following data are available for 4 mutual funds and the market for a recent 5-year period.

Mutual Fund 

Average Return

Standard Deviation

Beta

AAA

15,86

22,85

1,14

BBB

18,1

13,44

1,45

CCC

18,59

21,68

0,96

DDD

22,09

17,27

1,26

Market

16,35

12,44

 

Risk Free 

5,96

 

 

Required:

1. Rank these mutual funds using the Sharpe ratio. Which of the mutual funds outperformed the market?

2. Rank these mutual funds using the Treynor measure. Which of the mutual funds outperformed the market?

3. Rank these mutual funds using the Alpha Jensen.

4. Rank these mutual funds using the ??2.

Reference no: EM133112499

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