What are the beta and alpha coefficients

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Reference no: EM133650057

Question

Morningstar has an extensive ranking system for mutual funds, including a screening program that allows you to select funds based on a number of factors. Select the Mutual Fund Quickrank link from the right-side menu. Use the Quickrank screener to find a list of the funds with the highest five-year returns. Repeat the process to find the funds with the highest 10-year returns. How many funds appear on both lists? Select three of the funds that appear on both lists. For each fund, click on the ticker symbol to get its Morningstar report and look in the Risk Measures section.

1. What is the fund's standard deviation?

2. What is the fund's Sharpe ratio?

3. What are the beta and alpha coefficients? How do these compare to the fund's parameters?

4. Look at the Management section of the report. Was the same manager in place for the entire 10-year period?

Reference no: EM133650057

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