Data are given as follows: (all the values are in percent)

Month	Average portfolio return	Average market return	Average risk-free rate	Portfolio beta	Return standard deviation	Monthly alpha
1	2.464	3.360	0.090	0.801	6.779	-0.246
2	16.130	2.348	0.090	0.379	6.095	15.183
3	0.771	-1.484	0.120	0.912	6.407	2.115
4	-6.386	-2.437	0.120	0.583	6.374	-5.015
5	-2.861	1.965	0.090	0.207	5.832	-3.339
6	-7.673	2.806	0.120	0.753	5.444	-9.815
7	0.805	-5.721	0.150	0.553	5.221	3.902
8	-0.372	0.327	0.150	0.521	6.141	-0.615
9	1.508	2.464	0.150	0.497	4.047	0.209
10	2.003	2.250	0.150	0.701	4.142	0.381
11	-4.723	6.639	0.210	1.501	7.750	-14.581
12	2.383	4.874	0.210	0.762	3.879	-1.380

Calculate Treynor measure, Sharpe ratio, tracking error, information ratio, and hit ratio. Then, evaluate the performance of this portfolio.