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Left column Fund A, Right column Fund B What are the M2 and T2 measure (show calculations) Total Return Annualized Return Annualized Risk (annual std)

Left column Fund A, Right column Fund B

What are the M2 and T2 measure (show calculations)


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Total Return Annualized Return Annualized Risk (annual std) Annualized Risk-Free Annualized Excess Return Sharpe Ratio Beta Treynor Ratio Jensen's Alpha Annualized Tracking Error Information Ratio 90.98% 18.33% 0.1603 3.50% 14.83% 0.9252 1.0050 14.75% 0.34% 16.22% 0.9139 88.35% 17.72% 0.1601 3.50% 14.22% 0.8882 0.9920 14.33% -0.08% 16.17% 0.8794

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