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Based on the graph below, please specify whether each fund outperform or underperform the market and explain Yorktown Growth Fund Aston Glenmede Fund; Long/Short Portfolio
Based on the graph below, please specify whether each fund outperform or underperform the market and explain
| Yorktown Growth Fund | Aston | Glenmede Fund; Long/Short Portfolio | Glenmede Fund; Large Cap Growth Portfolio | Market | |
| Sharpe Ratio | 0.2002301 | 0.2370231 | 0.1731013 | 0.3191428 | 0.291511 |
| Market Beta | 1.0375300 | 0.9380132 | 0.4016944 | 1.0366620 | 1 |
| Treynor ratio | 0.0078107 | 0.0098454 | 0.0076547 | 0.0123329 | 0.010915 |
| CAPM Alpha | -0.0032208 | -0.0010033 | -0.0013096 | 0.0014698 | |
| P-Value of Alpha | 0.0036039 | 0.5347293 | 0.1495094 | 0.1231388 | |
| Nonsystematic risk | 0.0113995 | 0.0169406 | 0.0094908 | 0.0099513 | |
| information ratio | -0.2825404 | -0.0592233 | -0.1379902 | 0.1477033 |
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Financial Management Principles And Applications
Authors: Sheridan Titman
9th Edition
0655705457, 9780655705451
