1. Sharpe Performance Index for Kesler, Vogue, and S&P 500. How did the funds perform relative to each other and the market?

2. Jensen Performance measure (alpha) for Kesler, Vogue, and S&P 500. How did the funds perform relative to each other and the market?

3. Treynor Performance Index for Kesler, Vogue, and S&P 500. How did the funds perform relative to each other and the market?

A B D 1 Performance Measures 2 Time Kesler Fund's Return % Vogue Fund's Returns % S&P500's Returns T-bills Returns % 3 19XO 15 10 11 6 4 19X1 -6 -2 -5 5 5 19X2 17 13 12 7 6 19X3 18 9 11 5 7 1964 22 11 13 7 8 9 Average 13.20 8.20 8.40 6.20 10 Std dev P 9.867117107 5.268775949 6.740919819 0.748331477 11 CV 0.747508872 0.642533652 0.802490455 0.120698625 12 Sharpe 0.709427072 0.379594809 0.326364956 13 Beta 1.488222698 0.733404711 0.793404711 14 Jensen 3.725910064 0.386509636 0.386509636 15 R2 0.971187582 0.973596936 0.973596936 16 1-R2 0.028812418 0.026403064 0.026403064 17 Treynor 4.703597122 2.727007299 2.999708029 Ia 19