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Calculate Annual return, Sharpe, Treynor Ratio based on weekly NAV , also take dividend into consideration The risk-free rate of return=3% Declared Dividend for 2016
Calculate Annual return, Sharpe, Treynor Ratio based on weekly NAV, also take dividend into consideration
The risk-free rate of return=3%
Declared Dividend for 2016 = 1.5$
Declared Dividend for 2017= 1$
Year- 2016 | Year- 2017 | ||
NAV Per Unit | S &P 500 Index | NAV Per Unit | S &P 500 Index |
10.81 | 5380.794 | 11.18 | 4873.177 |
10.53 | 5222.303 | 11.21 | 4927.824 |
10.39 | 5130.698 | 11.42 | 5011.296 |
10.37 | 5133.255 | 11.64 | 5104.652 |
10.47 | 5169.739 | 11.4 | 4,978.78 |
10.56 | 5201.421 | 11.52 | 4995.32 |
10.59 | 5236.851 | 11.39 | 4916.971 |
10.48 | 5095.777 | 11.44 | 4872.297 |
10.35 | 5013.015 | 11.35 | 4914.037 |
10.24 | 4933.894 | 11.2 | 4846.102 |
10.18 | 4855.986 | 11.44 | 4942.122 |
10.34 | 4968.469 | 11.49 | 4905.036 |
10.26 | 4937.82 | 11.36 | 4879.965 |
10.05 | 4810.219 | 11.31 | 4869.093 |
10.02 | 4770.997 | 11.58 | 4974.839 |
10.07 | 4772.002 | 11.77 | 5094.662 |
9.92 | 4682.902 | 11.88 | 5108.037 |
10.12 | 4771.917 | 12.13 | 5218.369 |
9.95 | 4710.366 | 12.51 | 5402.066 |
10.02 | 4706.667 | 12.23 | 5621.766 |
10.06 | 4731.437 | 12.86 | 5909.308 |
9.94 | 4671.336 | 12.65 | 5836.181 |
9.72 | 4456.837 | 12.59 | 5724.358 |
9.68 | 4418.839 | 11.72 | 5647.671 |
9.65 | 4459.291 | 11.49 | 5485.016 |
9.14 | 4197.393 | 11.48 | 5475.986 |
8.98 | 4149.83 | 11.47 | 5416.391 |
9.62 | 4513.894 | 11.58 | 5515.782 |
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