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ETF Beta Sharpe Ratio Alpha R-squared Sortino Treynor Standard Deviation 25% 15% A B .8 1.4 2.4 2.2 5% 7% 55% 70% .45 .33 4.23

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ETF Beta Sharpe Ratio Alpha R-squared Sortino Treynor Standard Deviation 25% 15% A B .8 1.4 2.4 2.2 5% 7% 55% 70% .45 .33 4.23 3.12 You are most concerned with tracking the benchmark index. Which data point is relevant? Which fund do you choose? (choose two answers below.) Beta Standard devation Sharpe Ratio Alpha R-squared c Sortino Treynor U 0 B

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