Question
An Active manager of AMF Fund has delivered the following six-monthly returns in the last 5 Years versus the Benchmark NIFTY Calculate the Information Ratio
An Active manager of AMF Fund has delivered the following six-monthly returns in the last 5 Years versus the Benchmark NIFTY Calculate the Information Ratio & Interpret the same ?. Also calculate the annualized Information Ratio. ? (10 Marks)
| Period(Semi Annual) | Return of Fund%(Rp) | NIFTY Return %(Rb) |
| 1 | 4.5 | 5.5 |
| 2 | 3.25 | 3.75 |
| 3 | 7.25 | 6.5 |
| 4 | 2.45 | 2.15 |
| 5 | -1.05 | -1.25 |
| 6 | -0.35 | 0.25 |
| 7 | 1.15 | -2.5 |
| 8 | 5.45 | 5.75 |
| 9 | 3.9 | 4.2 |
| 10 | 4.8 | -0.1 |
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Financial Instability Toolkit For Interpreting Boom And Bust Cycles
Authors: V. D'Apice, G. Ferri
1st Edition
023024811X, 9780230248113
