Performance Evaluation $-$ Assignment Compute Std Dev., SI$,$ and TI

Single Index Measures of Portfolio Performance $($cont$\text{'}$d$)$

Illustration:$-$ Calculation of Sharpe and Treynor Indices

$\backslash$table$[[,$PORTFOLIO,,$],[$PERIOD$,$A$,$B$,$MARKET INDEX,RISK FREE RATE$],[1,10\mathrm{.}4,15\mathrm{.}4,17,8\mathrm{.}6],[2,-15\mathrm{.}3,-15\mathrm{.}7,-19,10\mathrm{.}3],[3,20,23\mathrm{.}4,12\mathrm{.}3,11\mathrm{.}5],[4,$potfodi$8\mathrm{.}1,23\mathrm{.}2,20,11\mathrm{.}9],[5,32\mathrm{.}1,28\mathrm{.}5,20,12],[6,-30\mathrm{.}7,-28\mathrm{.}6,25,11\mathrm{.}2],[7,26,25\mathrm{.}6,17\mathrm{.}4,12\mathrm{.}5],[8,15\mathrm{.}9,18,21\mathrm{.}5,13],[9,21\mathrm{.}5,24\mathrm{.}7,23\mathrm{.}9,13\mathrm{.}1],[10,-24\mathrm{.}1,12,-9\mathrm{.}8,9\mathrm{.}5],[,,,,11\mathrm{.}14$