How do you calculate the Sharpe Ratio, Treynor Ratio, and Jenson's Alpha?

A B c D E F H 1 K M M N O P R s T U U V x Y 2 AB AC A 1 2 10 Stock Portfolio Slack Risk-free rate UPS (7) NFLX (1) 214.07 30% CCL (2) 22.63 3% CL (3) 72.78 10% DVN (4 5.82 1% GS (5) 81.4 11% BSX (6) 48.22 7% AMAT (8) 74.56 10% BLL (9) 31.43 DTE (10) 25.46 Total 723.73 Average Return 100% Beta 0.2% % S&P500 VFINX 1% 1.02 Portfolio 1.69% 1.82 20% 3 4 Market value billions) 5 Portfolio weight 6 7 8 9 10 Sigma 0.05418422 Portfolio Statistics Sharpe Ratio Treynor Ratio Jenisor's Alpha 11 12 Stock prices Stock returns S&P500 VFINX 1 1 2 3 4 5 6 7 8 10 Portfolio 2% 1% 0% 5% 0% 1% 1% 1% 2% 30% -12% % 29% 39% -5% -10% 0% -156 -1% 7% 13% -5% 3% 11% % 17% 4% 8% 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28% 5%6 5% 396 1% 1% 296 -1% 3% 4% 10% On 2% 5% 0% % 11% -7% 3% 6% 6% 296 3% 19% 1% 0% 296 6% 7% 796 0% 6% 13% 296 12% 0% 0% -156 0% 0% 4% 2% 0% 06 4% 896 0% 196 14% 2% 0% 20% 296 9% 1296 14% -11% 0% 796 1% 27% 6% 6% 14% 1% 4% 3% 7% 8% 19 1% 10% 14% 196 4% 11% 196 296 9% -156 -5% 1% 396 396 -14% 8% 3.47% 8.96% 0.35% 954% 232 5.69% 2.25 2. 30% 4.82% 0.41% 730% 2.24% 7.95% 188% 2.63% 201% 1.70% 3.81% 187% 6.85% 0.01% 80.198284 8% 3% 105% 1% 1% 5% 296 6% 1% 6% 5% 496 396 28 29 30 6% 0% -5% 50% 496 6% 19 3% -5% 3% 2% 0% 6% 8% 11% 2% 156 6% 2% 396 0% 1% 1% 0% 2% 196 396 2% 7% 3% 1% 4% % 6% -5% -14% 13% 5% 5% 10% 296 31 32 33 34 35 36 37 38 39 4% 396 -156 -5% 496 5% 296 16% 2% S&P500 Date VFINX 2015-11-01 175.3975 2015-12-01 171.6366 2016-01-01 163.9978 2016-02-01 163.7597 2016-03-01 173.9695 2016-04-01 175 5125 2016 05 01 178.6417 2016-05-01 178.246 2016 07 01 185 6773 2016-08-01 185.9177 2016 09 01 185.141 2016-10-01 182 5361 2016-11-01 189.2882 2016-12-01 191 8515 2017-01-01 196.6348 2017-02-01 204.4269 2017-03-01 203.7262 2017-04-01 206.7035 2017 05 01 209-5844 2017-06-01 209.691 2017-07-01 215.1726 2017-08-01 215 804 2017-09-01 219.1779 2017-10-01 225 3533 2017-11-01 232 2476 2017-12-01 233.7439 2018-01-01 248.2199 2018 02-01 239.0397 2018 03 01 231.9427 2018 04.01 233.7892 2018 05-01 239.3874 2018 06 01 239.7791 2018 07 01 249.7594 2018 08-01 257 8572 2018 09 01 258.1935 2018-10-01 241 536 2018-11-01 246.4311 2018-12-01 223.0156 2019 01 01 242 067 2019 02 01 249.8144 201903 01 2533008 2019-04-01 264.939 2019 05 01 248 0767 2019 0601 264.238 2019-07-01 269.3033 2019 08 01 265.0233 710.no 720 TENT Sheet1 1 2 4 5 123330002 43.53811 58.42211 41 38212 174.7434 114.379997 47 22358 59.25824 28.78131 166 303 91 839996 4171936 60.06758 25.25445 149.0802 93.410004 41 572 58.74398 17.82095 137.9794 102 230003 46.04819 63.22763 24.84791 145.4833 90.029999 42 80205 63.46927 31.74287 152.0912 102 57 41.65891 6335767 33.03347 147 8002 91.480003 39.10536 65.85823 33.17992 138.2629 9125 41 3349 66-97502 35.09795 147.7826 97.449997 42 29041 67 24577 39.72817 157.6931 98_550003 43.51151 67.05486 40.44333 150.6586 124.870003 43.76107 64.55016 34.78859 166 512 117 45.81989 59.32784 44 37419 204 861 123 800003 46.7182 59 51883 4193191 224 3879 140.710007 49.69753 58.73666 41 85474 214.8951 142.130005 50.20905 66.75029 39.85069 232.4563 147.809998 53.19848 6695239 38 35304 215.8326 152. 199997 55.78119 65_9001 36 3572 210 2705 163.070007 S7.8582 57.8582 70.22994 31 2843 198.4885 149.410004 59.59777 68.17897 29.43376 209.1872 181.650004 60.69756 66.40391 30.7238 212.4207 174.710007 63.15162 56.25579 28.96209 210.9218 18135000 59.03463 6737483 33.85981 2243649 196.429993 60.6985 65.15523 34.15983 229.3689 187 580002 60.0129 6737338 35.66878 234 2499 191980007 6109063 61.09063 70.16315 38 32567 241.7422 270 299988 68.91382 69.03795 65.91382 69.03795 38 35826 254.2013 291 380005 61 58767 64.46996 28.43722 249.4947 295-350006 60.75641 67.00314 29.47569 239.6612 312.459991 58.42176 60.97398 33.74693 226.7855 351.600006 57.69913 59.31925 38.61436 214.9396 391.429993 53.50833 60.93645 40.83444 210.629 337.450012 55.31031 63.00497 41 88846 226.7291 367.679993 57.41105 62 84305 39.95272 227.092 374.130005 60.02489 63 35405 37.17007 214.8427 301779999 52.74886 56 35151 30 21051 215.9253 285.130005 56.74927 60.50817 25.20347 182.6987 267.660004 46.79543 56.69783 21 01689 160 6975 339.5 54.65479 6161317 24.92224 190.4802 358.100006 54.82564 63.17037 27.59682 189.22 356.559998 48.55584 65.73094 29.51391 185.435 370-540009 52 51918 69.80676 30.13851 193.8893 343 279999 49.00577 67.18513 23.59319 176.2593 367_320007 44.99119 69.16342 26.74395 26.74395 191.1412 322.98999 45.64842 69.23097 25.40835 213.5724 293.75 42.60391 71.97211 20.69369 1978356 167 160 47 71104 71 ano 77 241 707 2196 + 9 10 18.280001 87 22555 17 30067 33.27036 67.054064 18.440001 8205605 17 30505 34.92271 66.814117 17 530001 79.47233 16-35057 32.08971 1638057 71.475143 16.98 82 3289 17.49144 31 80162 70.726845 18 809999 90.65437 19.73886 34.29799 76.225585 2192 90 31056 19.07718 34 34128 75_581032 22.70999988.6087 88.6087 22.75841 34.7839 76.86953 23.370001 93.29862 22.43701 34.84216 84.024139 24.280001 93.62776 24.60863 34.06136 83 314812 23.82 94.59782 27-93159 38.1678 79.367798 23.799999 95 39002 28-31891 39.56322 80.025615 22 93-99439 273139 37 20729 82.714447 20.459999 101112 30.24441 36.23691 21.629999 100.6956 30.40715 7431743 84 86821 24.059999 95.85677 32 27285 36.87824 85.709877 24.549999 92 89666 34.12914 35.55804 88.090714 24.870001 94-97241 36.85226 35.97506 38.725029 26.379999 95.11403 38.48258 37 24916 91616898 27.030001 93.7952 43.47661 39.6278 95.935379 27.719999 98.66358 39.23372 40_9978 92.65805 26.620001 98.39594 42.08294 40.69671 94.485031 27 549999 102 027 4285223 38.84156 99.128265 29.17 107-936 49.58541 40.2169 94.750793 28.139999 105.6351 53.71781 41 80416 98.953468 26.280001 109.1584 50.23372 38.85336 103.531181 24.790001 107.8868 48.74593 36 95078 98.057648 27-959999 115.2845 51.13936 37 37056 95.376793 27 26 94 54016 54 91546 39.00089 90_988953 27 32 95.56949 53.12394 38.36373 95.070541 28.719999 103.6417 47.44948 39.23563 96.821777 30.389999 106.0341 48 50986 36.16256 94.093468 32.700001 97.76621 44.30139 34.88499 44 95.195816 33.610001 110.3378 46.64162 38.24102 100.621689 35.560001 113.0896 41 26101 41.09658 103.032028 38.5 108.2515 37 23989 43.27054 101.168555 36.139999 98.79382 316804 44.06728 105.015228 37.669998 106-9076 35 91987 48.30679 111872986 35 34 91.19022 31.72288 3172288 45 31942 103.0532 38.150002 98.54855 37.85592 51 5289 110 888283 40.119999 103.0366 37.1489 53 99299 116 359718 38.380001 1053933 38.62446 57-13167 117.47094 37.119999 100 1858 4291931 59.18949 119.290756 38.41 87.64227 37.67978 60.61723 119.063011 42 98 98-33622 43.96107 69 27922 121 349945 42.459999 113.7623 43.32683 70.75411 121510307 42.73 112 991 47.00535 79.59341 123.947952 A CS 115 CA 10C212 777676 177 1016 Date 2015-11-01 2015-12-01 2016-01-01 2016-02-01 2016-03-01 2016-04-01 2016-05-01 2016-08-01 2016-07-01 2016-08-01 2016-09-01 2016-10-01 2016-11-01 2016-12-01 2017-01-01 2017-02-01 2017-03-01 2017-04-01 2017-05-01 2017-08-01 2017-07-01 2017-08-01 2017-09-01 2017-10-01 2017-11-01 2017-12-01 2018-01-01 2018-02-01 2018-03-01 2018-04-01 2018-05-01 2018-06-01 2018-07-01 2018-08-01 2018-09-01 2018-10-01 2018-11-01 2018-12-01 2019-01-01 2019-02-01 2019-03-01 2019-04-01 2019-05-01 2019-08-01 2019-07-01 2019-08-01 2010.na.nl 6% 17% 196 6% 4% 8% 396 5% 5.13% 2.99% 1 32% 0.25% 3% 1% 2% 396 396 3% 4% 29 13 296 8% 2% 41% 11% 23% 10% 4% 8% -7% 396 6% 5% 296 .1% % 6% 296 2% 3% 5% 2% 4% -5% -5% 2% 8% 0% -5% 1% -15% -12% 19% -1% -7% 6% 13% 6% 396 5% 7% -5% 1% 0% 40 41 26% 4% 5% -5% 396 -5% 4% 296 396 196 1 15.44 2.02% 0.38% 42 -1% 43 1% 4% 9% 3% 14% 296 3% -19 7% -18% 196 8% 296 88 13% 29 4% 98 0% 5% 6% 8% 127% 196 8% -1% 0% 4% 396 3% 8%6 156 6% 13% 11% 14% 9% 2% -19% 5% 6% 27% 5% 14% 6% 396 -5% *T* 10% 336 6% 4% 5% -12% % 396 -11% 2% 9% 5% 5 -12% 10% -15% 13% 12% 19% 296 6% 296 296 OK 1% 11% 6% 7%6 45 46 47 48 49 SO 51 52 53 54 SS 56 57 58 59 6% -15% 6% 9% 2% -10% 9% 3% 136 18% 17% 0% 11% 8% 19% -17% -17% 19% % 11% 7% 296 22% 5% 296 10% 6% 14% 5% 6% 3.57% 1.13% 1 21% 2.84% -1.08% 10.82% 1 56% 9.73% 16.60% 3.35% 0.63% 3.00% -7.69% 8.85% 2.00% 3.23% 7100% 4% 5% 13 296 5% 6% 7% 8% 5 5% 496 3% 3% 12% -1% 196 4% 7% 7% -12% 9% 796 2% 5% 2% 5%6 1396 12% 16% -1% 8% 1% 3% 0% 4% 11% 8% 12% -7% 13% 5% 11% -12% 17% 10% 3% 2% 14% % 296 12% 29 0* 19% 296 Ready + 69% A B c D E F H 1 K M M N O P R s T U U V x Y 2 AB AC A 1 2 10 Stock Portfolio Slack Risk-free rate UPS (7) NFLX (1) 214.07 30% CCL (2) 22.63 3% CL (3) 72.78 10% DVN (4 5.82 1% GS (5) 81.4 11% BSX (6) 48.22 7% AMAT (8) 74.56 10% BLL (9) 31.43 DTE (10) 25.46 Total 723.73 Average Return 100% Beta 0.2% % S&P500 VFINX 1% 1.02 Portfolio 1.69% 1.82 20% 3 4 Market value billions) 5 Portfolio weight 6 7 8 9 10 Sigma 0.05418422 Portfolio Statistics Sharpe Ratio Treynor Ratio Jenisor's Alpha 11 12 Stock prices Stock returns S&P500 VFINX 1 1 2 3 4 5 6 7 8 10 Portfolio 2% 1% 0% 5% 0% 1% 1% 1% 2% 30% -12% % 29% 39% -5% -10% 0% -156 -1% 7% 13% -5% 3% 11% % 17% 4% 8% 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28% 5%6 5% 396 1% 1% 296 -1% 3% 4% 10% On 2% 5% 0% % 11% -7% 3% 6% 6% 296 3% 19% 1% 0% 296 6% 7% 796 0% 6% 13% 296 12% 0% 0% -156 0% 0% 4% 2% 0% 06 4% 896 0% 196 14% 2% 0% 20% 296 9% 1296 14% -11% 0% 796 1% 27% 6% 6% 14% 1% 4% 3% 7% 8% 19 1% 10% 14% 196 4% 11% 196 296 9% -156 -5% 1% 396 396 -14% 8% 3.47% 8.96% 0.35% 954% 232 5.69% 2.25 2. 30% 4.82% 0.41% 730% 2.24% 7.95% 188% 2.63% 201% 1.70% 3.81% 187% 6.85% 0.01% 80.198284 8% 3% 105% 1% 1% 5% 296 6% 1% 6% 5% 496 396 28 29 30 6% 0% -5% 50% 496 6% 19 3% -5% 3% 2% 0% 6% 8% 11% 2% 156 6% 2% 396 0% 1% 1% 0% 2% 196 396 2% 7% 3% 1% 4% % 6% -5% -14% 13% 5% 5% 10% 296 31 32 33 34 35 36 37 38 39 4% 396 -156 -5% 496 5% 296 16% 2% S&P500 Date VFINX 2015-11-01 175.3975 2015-12-01 171.6366 2016-01-01 163.9978 2016-02-01 163.7597 2016-03-01 173.9695 2016-04-01 175 5125 2016 05 01 178.6417 2016-05-01 178.246 2016 07 01 185 6773 2016-08-01 185.9177 2016 09 01 185.141 2016-10-01 182 5361 2016-11-01 189.2882 2016-12-01 191 8515 2017-01-01 196.6348 2017-02-01 204.4269 2017-03-01 203.7262 2017-04-01 206.7035 2017 05 01 209-5844 2017-06-01 209.691 2017-07-01 215.1726 2017-08-01 215 804 2017-09-01 219.1779 2017-10-01 225 3533 2017-11-01 232 2476 2017-12-01 233.7439 2018-01-01 248.2199 2018 02-01 239.0397 2018 03 01 231.9427 2018 04.01 233.7892 2018 05-01 239.3874 2018 06 01 239.7791 2018 07 01 249.7594 2018 08-01 257 8572 2018 09 01 258.1935 2018-10-01 241 536 2018-11-01 246.4311 2018-12-01 223.0156 2019 01 01 242 067 2019 02 01 249.8144 201903 01 2533008 2019-04-01 264.939 2019 05 01 248 0767 2019 0601 264.238 2019-07-01 269.3033 2019 08 01 265.0233 710.no 720 TENT Sheet1 1 2 4 5 123330002 43.53811 58.42211 41 38212 174.7434 114.379997 47 22358 59.25824 28.78131 166 303 91 839996 4171936 60.06758 25.25445 149.0802 93.410004 41 572 58.74398 17.82095 137.9794 102 230003 46.04819 63.22763 24.84791 145.4833 90.029999 42 80205 63.46927 31.74287 152.0912 102 57 41.65891 6335767 33.03347 147 8002 91.480003 39.10536 65.85823 33.17992 138.2629 9125 41 3349 66-97502 35.09795 147.7826 97.449997 42 29041 67 24577 39.72817 157.6931 98_550003 43.51151 67.05486 40.44333 150.6586 124.870003 43.76107 64.55016 34.78859 166 512 117 45.81989 59.32784 44 37419 204 861 123 800003 46.7182 59 51883 4193191 224 3879 140.710007 49.69753 58.73666 41 85474 214.8951 142.130005 50.20905 66.75029 39.85069 232.4563 147.809998 53.19848 6695239 38 35304 215.8326 152. 199997 55.78119 65_9001 36 3572 210 2705 163.070007 S7.8582 57.8582 70.22994 31 2843 198.4885 149.410004 59.59777 68.17897 29.43376 209.1872 181.650004 60.69756 66.40391 30.7238 212.4207 174.710007 63.15162 56.25579 28.96209 210.9218 18135000 59.03463 6737483 33.85981 2243649 196.429993 60.6985 65.15523 34.15983 229.3689 187 580002 60.0129 6737338 35.66878 234 2499 191980007 6109063 61.09063 70.16315 38 32567 241.7422 270 299988 68.91382 69.03795 65.91382 69.03795 38 35826 254.2013 291 380005 61 58767 64.46996 28.43722 249.4947 295-350006 60.75641 67.00314 29.47569 239.6612 312.459991 58.42176 60.97398 33.74693 226.7855 351.600006 57.69913 59.31925 38.61436 214.9396 391.429993 53.50833 60.93645 40.83444 210.629 337.450012 55.31031 63.00497 41 88846 226.7291 367.679993 57.41105 62 84305 39.95272 227.092 374.130005 60.02489 63 35405 37.17007 214.8427 301779999 52.74886 56 35151 30 21051 215.9253 285.130005 56.74927 60.50817 25.20347 182.6987 267.660004 46.79543 56.69783 21 01689 160 6975 339.5 54.65479 6161317 24.92224 190.4802 358.100006 54.82564 63.17037 27.59682 189.22 356.559998 48.55584 65.73094 29.51391 185.435 370-540009 52 51918 69.80676 30.13851 193.8893 343 279999 49.00577 67.18513 23.59319 176.2593 367_320007 44.99119 69.16342 26.74395 26.74395 191.1412 322.98999 45.64842 69.23097 25.40835 213.5724 293.75 42.60391 71.97211 20.69369 1978356 167 160 47 71104 71 ano 77 241 707 2196 + 9 10 18.280001 87 22555 17 30067 33.27036 67.054064 18.440001 8205605 17 30505 34.92271 66.814117 17 530001 79.47233 16-35057 32.08971 1638057 71.475143 16.98 82 3289 17.49144 31 80162 70.726845 18 809999 90.65437 19.73886 34.29799 76.225585 2192 90 31056 19.07718 34 34128 75_581032 22.70999988.6087 88.6087 22.75841 34.7839 76.86953 23.370001 93.29862 22.43701 34.84216 84.024139 24.280001 93.62776 24.60863 34.06136 83 314812 23.82 94.59782 27-93159 38.1678 79.367798 23.799999 95 39002 28-31891 39.56322 80.025615 22 93-99439 273139 37 20729 82.714447 20.459999 101112 30.24441 36.23691 21.629999 100.6956 30.40715 7431743 84 86821 24.059999 95.85677 32 27285 36.87824 85.709877 24.549999 92 89666 34.12914 35.55804 88.090714 24.870001 94-97241 36.85226 35.97506 38.725029 26.379999 95.11403 38.48258 37 24916 91616898 27.030001 93.7952 43.47661 39.6278 95.935379 27.719999 98.66358 39.23372 40_9978 92.65805 26.620001 98.39594 42.08294 40.69671 94.485031 27 549999 102 027 4285223 38.84156 99.128265 29.17 107-936 49.58541 40.2169 94.750793 28.139999 105.6351 53.71781 41 80416 98.953468 26.280001 109.1584 50.23372 38.85336 103.531181 24.790001 107.8868 48.74593 36 95078 98.057648 27-959999 115.2845 51.13936 37 37056 95.376793 27 26 94 54016 54 91546 39.00089 90_988953 27 32 95.56949 53.12394 38.36373 95.070541 28.719999 103.6417 47.44948 39.23563 96.821777 30.389999 106.0341 48 50986 36.16256 94.093468 32.700001 97.76621 44.30139 34.88499 44 95.195816 33.610001 110.3378 46.64162 38.24102 100.621689 35.560001 113.0896 41 26101 41.09658 103.032028 38.5 108.2515 37 23989 43.27054 101.168555 36.139999 98.79382 316804 44.06728 105.015228 37.669998 106-9076 35 91987 48.30679 111872986 35 34 91.19022 31.72288 3172288 45 31942 103.0532 38.150002 98.54855 37.85592 51 5289 110 888283 40.119999 103.0366 37.1489 53 99299 116 359718 38.380001 1053933 38.62446 57-13167 117.47094 37.119999 100 1858 4291931 59.18949 119.290756 38.41 87.64227 37.67978 60.61723 119.063011 42 98 98-33622 43.96107 69 27922 121 349945 42.459999 113.7623 43.32683 70.75411 121510307 42.73 112 991 47.00535 79.59341 123.947952 A CS 115 CA 10C212 777676 177 1016 Date 2015-11-01 2015-12-01 2016-01-01 2016-02-01 2016-03-01 2016-04-01 2016-05-01 2016-08-01 2016-07-01 2016-08-01 2016-09-01 2016-10-01 2016-11-01 2016-12-01 2017-01-01 2017-02-01 2017-03-01 2017-04-01 2017-05-01 2017-08-01 2017-07-01 2017-08-01 2017-09-01 2017-10-01 2017-11-01 2017-12-01 2018-01-01 2018-02-01 2018-03-01 2018-04-01 2018-05-01 2018-06-01 2018-07-01 2018-08-01 2018-09-01 2018-10-01 2018-11-01 2018-12-01 2019-01-01 2019-02-01 2019-03-01 2019-04-01 2019-05-01 2019-08-01 2019-07-01 2019-08-01 2010.na.nl 6% 17% 196 6% 4% 8% 396 5% 5.13% 2.99% 1 32% 0.25% 3% 1% 2% 396 396 3% 4% 29 13 296 8% 2% 41% 11% 23% 10% 4% 8% -7% 396 6% 5% 296 .1% % 6% 296 2% 3% 5% 2% 4% -5% -5% 2% 8% 0% -5% 1% -15% -12% 19% -1% -7% 6% 13% 6% 396 5% 7% -5% 1% 0% 40 41 26% 4% 5% -5% 396 -5% 4% 296 396 196 1 15.44 2.02% 0.38% 42 -1% 43 1% 4% 9% 3% 14% 296 3% -19 7% -18% 196 8% 296 88 13% 29 4% 98 0% 5% 6% 8% 127% 196 8% -1% 0% 4% 396 3% 8%6 156 6% 13% 11% 14% 9% 2% -19% 5% 6% 27% 5% 14% 6% 396 -5% *T* 10% 336 6% 4% 5% -12% % 396 -11% 2% 9% 5% 5 -12% 10% -15% 13% 12% 19% 296 6% 296 296 OK 1% 11% 6% 7%6 45 46 47 48 49 SO 51 52 53 54 SS 56 57 58 59 6% -15% 6% 9% 2% -10% 9% 3% 136 18% 17% 0% 11% 8% 19% -17% -17% 19% % 11% 7% 296 22% 5% 296 10% 6% 14% 5% 6% 3.57% 1.13% 1 21% 2.84% -1.08% 10.82% 1 56% 9.73% 16.60% 3.35% 0.63% 3.00% -7.69% 8.85% 2.00% 3.23% 7100% 4% 5% 13 296 5% 6% 7% 8% 5 5% 496 3% 3% 12% -1% 196 4% 7% 7% -12% 9% 796 2% 5% 2% 5%6 1396 12% 16% -1% 8% 1% 3% 0% 4% 11% 8% 12% -7% 13% 5% 11% -12% 17% 10% 3% 2% 14% % 296 12% 29 0* 19% 296 Ready + 69%