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According the Trevor's measure, how did the fund perform in comparison with the market portfolio? ARKK 3945 9.061 Average Piet std Am 1.520 4.582 Rf

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According the Trevor's measure, how did the fund perform in comparison with the market portfolio? ARKK 3945 9.061 Average Piet std Am 1.520 4.582 Rf 0.089 Regression Statistics Multiple R 0.888 R Square 0.788 Adjusted R Square 0.777 Standard Error 4.291 Observations 60 Regression Statistics Multiple R 0.815 R Square 0.664 Adjusted R Square 0.659 Standard Error 5.306 Observations 60 ANOVA df Regression 1 Residual 58 Total 59 ANOVA F 69.444 SS MS F Regression 3232.899 3232.899 114.816 Residual 1633.120 28.157 Total 4866.020 df SS MS 3 3835.126 1278.375 56 1030.894 18.409 59 4866.020 Coefficients Standard Error t Stat 0.710 0.601 1.181 1.625 0.134 12.171 0.725 0.231 3.141 -0.928 0.172 -5.394 Intercept Rm-Rf Coefficients Standard Error 1.553 0.718 1.609 0.150 t Stat 2.162 10.715 P.value Intercept 0.035 Rm-Rf 0.000 SMB HML P-value ! 0.243 0.000 0.003 0.000 It outperformed the market portfolio Insufficient information to draw a conclusion It under performed the market portfolio

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