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Q 4 : From the folwing Data, Calculate Sharpe Ratio, Treynor Ratio and Jensen Ratio, MSquare TSquare and Appraisal Ratio. Rank the portfolios according
Q: From the folwing Data, Calculate Sharpe Ratio, Treynor Ratio and Jensen Ratio, MSquare TSquare and Appraisal Ratio. Rank the portfolios according to above ratios. On the basis of ranking decide, Which portfolio is the outperforming portfolio and mention the reasons for its outstanding performance.
Non
Average Standard Beta systematic
Fund Return Deviation Coefficient Risk
A
B
C
D
E
F
G
BSE Returns
TBill Return
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