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An analyst is analysing the historical performance of two commodity funds tracking the Reuters/Jefferies-CRB Index as benchmark. The analyst collated the data on the monthly
An analyst is analysing the historical performance of two commodity funds tracking the Reuters/Jefferies-CRB Index as benchmark. The analyst collated the data on the monthly returns and decided to use the information ratio (IR) to assess which fund achieved higher returns more efficiently, and presented the findings as shown below: Compute the information ratio (IR) for each fund. What conclusion you can draw from IR
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