Question
I need help in excel with step-by-step instructions for calculations and tables. Compare in 175 to 350 words each industry portfolios performance to that of
I need help in excel with step-by-step instructions for calculations and tables.
Compare in 175 to 350 words each industry portfolios performance to that of the market index (based on the Sharpe, Jensen, Treynor measures as well as the information ratio. Plot the monthly values of alpha plus residual return.
How do I compare the information of the 2 industry portfolios and the S&P-500 index based on the Sharpe, Jensen, Treynor measures and the information ratio? How do I plot the monthly values of alpha plus residual return?
The given industry information is...
Industries | ||
Date | Manufacturing | Business Equipment |
201805 | 0.04016 | 0.07388 |
201806 | -0.0216 | -0.0135 |
201807 | 0.04596 | 0.0119 |
201808 | -0.0192 | 0.0833 |
201809 | 0.02033 | -0.0028 |
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