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Find the Sharpe Ratio of the FollowingTechPortfolio. Use stock data from tidyquant package, use thecontrafund.csv (provided below) toget thedata for therisk freerate. Stocks: Facebook (META),
Find the Sharpe Ratio of the FollowingTechPortfolio. Use stock data from tidyquant package, use thecontrafund.csv (provided below) toget thedata for therisk freerate.
Stocks: Facebook (META), Amazon (AMZN), Microsoft (MSFT), Google (GOOGL)
Weights: 30%, 20%, 10%, 40%
Date Range:1stJan 2017- 31stDecember 2017
Also, did this portfoliooutperformthemarket in the same year?
A | B | C | D |
---|---|---|---|
1 | Date | ContraRet | Market Return |
446 | 1/31/2017 | 0.043779 | 0.0198 | 0.0004 |
---|---|---|---|---|
447 | 2/28/2017 | 0.03853 | 0.0361 | 0.0004 |
448 | 3/31/2017 | 0.015562 | 0.002 | 0.0003 |
449 | 4/30/2017 | 0.028232 | 0.0114 | 0.0005 |
450 | 5/31/2017 | 0.035947 | 0.0112 | 0.0006 |
451 | 6/30/2017 | -0.00401 | 0.0084 | 0.0006 |
452 | 7/31/2017 | 0.035364 | 0.0194 | 0.0007 |
453 | 8/31/2017 | 0.016064 | 0.0025 | 0.0009 |
454 | 9/30/2017 | 0.008487 | 0.026 | 0.0009 |
455 | 10/31/2017 | 0.047277 | 0.0234 | 0.0009 |
456 | 11/30/2017 | 0.015914 | 0.032 | 0.0008 |
457 | 12/31/2017 | 0.002905 | 0.0115 | 0.0009 |
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