$2\mathrm{.}1.$ Performance measures. For each hedge fund style, calculate and interpret the following

performance measures

a$.$ Annualized arithmetic average return

b$.$ Annualized geometric average return

c$.$ Annualized volatility of excess returns

d$.$ Annualized Sharpe ratio

e$.$ Market beta

f$.$ Annualized alpha to the market

g$.$ Annualized Information ratio

h$.$ Maximum drawdown

i$.$ Skewness of monthly excess returns

j$.$ Excess kurtosis of monthly excess returns

$2\mathrm{.}2.$ Cumulative return and drawdown. Make the following plots for Global Macro Hedge Fund index

a$.$ The cumulative return

b$.$ The drawdown

i would need help on how to find these in excel $.$ This is advanced portfolio management