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Treynor measure for performance evaluation

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Reference no: EM133071395

You want to evaluate three mutual funds using the Treynor measure for performance evaluation. The risk-free return during the sample period is 6%. The average returns, standard deviations, and betas for the three funds are given below, in addition to information regarding the S&P 500 index.

 

Average Return

Standard Deviation

Beta

 Fund A

13%

10%

0.5

 Fund B

19%

20%

1.0

 Fund C

25%

30%

1.5

 S&P 500

18%

16%

1.0

The fund with the highest Treynor measure is __________.

Reference no: EM133071395

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