Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Brimary Fama-French risk fectors (excess morket, 5MB, and HMC), These dots are litted belort. Monthly Return Data for AFNDX, SPX, T-Bill, and Fama-French Factors Sherpe
Brimary Fama-French risk fectors (excess morket, 5MB, and HMC), These dots are litted belort. Monthly Return Data for AFNDX, SPX, T-Bill, and Fama-French Factors Sherpe ratio for beth Ariox and SPx. Do not round intermedate calculatons. Round yeur answers to theee decinal placer. Sihepree rato for AINDX! Sharpe ratio for 5Fx+ four decimel piaces. 1. Jensetty aipha coeficient The value indeates that the manoger penerated a I retum than what was exgected given the porthalla's rikk level. 2. Beta coefficient: The fund is only stightly Jitat a volatile than the market: 3. R-1Guared measure: It is sewent al than 0.50, which means that the funds pertsemance. calculations. Round your answers to three decimal placess, Theyndr ratio for AFNox: Theynor ratio for SPx: reconcile that discrepance. risk-adjusted perforrs snct, as its T value is - 1eeti- E than the mariket poitfolio's. styet Do noc round intermediate caloulations. Round your antwers to foor decirnal places. Tracking errei on a monthy basist Traciling errec on an anousleted berlst: Information ratio on a monthy kacst style? Do aot round mermed ate calculavotis. Round your answers to four decimal plates. Tracking error on a monthly basis: Tracking ercoe on an annwalzed basis: The value of tracking errer indicates that the measger's itvestmeet style is used becsuse the ancualined TE is fnformation ratio on a monthly basis: Information ratis on an annustiecs batist The manager's investment prewess relative to the generat equity market is considered as because the annialited RQ it decimal places. Use a miniss sign to enter tepative values, if any: 1. Intercept coefficitit: is statistically 2. Beta coefficientet Excess market , statistically 5Mb- , statistically HML: , statisticaliy R-squared measure: Brimary Fama-French risk fectors (excess morket, 5MB, and HMC), These dots are litted belort. Monthly Return Data for AFNDX, SPX, T-Bill, and Fama-French Factors Sherpe ratio for beth Ariox and SPx. Do not round intermedate calculatons. Round yeur answers to theee decinal placer. Sihepree rato for AINDX! Sharpe ratio for 5Fx+ four decimel piaces. 1. Jensetty aipha coeficient The value indeates that the manoger penerated a I retum than what was exgected given the porthalla's rikk level. 2. Beta coefficient: The fund is only stightly Jitat a volatile than the market: 3. R-1Guared measure: It is sewent al than 0.50, which means that the funds pertsemance. calculations. Round your answers to three decimal placess, Theyndr ratio for AFNox: Theynor ratio for SPx: reconcile that discrepance. risk-adjusted perforrs snct, as its T value is - 1eeti- E than the mariket poitfolio's. styet Do noc round intermediate caloulations. Round your antwers to foor decirnal places. Tracking errei on a monthy basist Traciling errec on an anousleted berlst: Information ratio on a monthy kacst style? Do aot round mermed ate calculavotis. Round your answers to four decimal plates. Tracking error on a monthly basis: Tracking ercoe on an annwalzed basis: The value of tracking errer indicates that the measger's itvestmeet style is used becsuse the ancualined TE is fnformation ratio on a monthly basis: Information ratis on an annustiecs batist The manager's investment prewess relative to the generat equity market is considered as because the annialited RQ it decimal places. Use a miniss sign to enter tepative values, if any: 1. Intercept coefficitit: is statistically 2. Beta coefficientet Excess market , statistically 5Mb- , statistically HML: , statisticaliy R-squared measure
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access with AI-Powered 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