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Fund Beta Standard Deviation% Fund Return% Risk Free Return % AAA 1.05 4.98 16 6 BBB 1.00 4.04 15 6 CCC 0.92 3.13 11 6
| Fund | Beta | Standard Deviation% | Fund Return% | Risk Free Return % |
| AAA | 1.05 | 4.98 | 16 | 6 |
| BBB | 1.00 | 4.04 | 15 | 6 |
| CCC | 0.92 | 3.13 | 11 | 6 |
| Market | 1.00 | 3.75 | 13 | 6 |
|
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1. Compute Sharpe Ratio for AAA
2. Compute Jensen for BBB
3. Compute Treynor for CCC
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Fixed Income Portfolio Analytics A Practical Guide To Implementing Monitoring And Understanding Fixed Income Portfolios
Authors: David Jamieson Bolder
1st Edition
3319126660,3319126679
