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Treynor index of Portfolio Treynor index of the market 1.27% Sharpe index of portfolio Sharpe index of market -0.94% -735.11% Jensen's alpha 4 1.07%

Treynor index of Portfolio Treynor index of the market 1.27% Sharpe index of portfolio Sharpe index of market -0.94% -735.11% Jensen's alpha 4 1.07% M2 ratio 0.03132403816 -492.02%

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