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Question 1: Calculate Sharpe Ratio for both managers Question 2: Calculate Sortino Raito for both managers Question 3: Based on the above calculation which managers
Question 1: Calculate Sharpe Ratio for both managers Question 2: Calculate Sortino Raito for both managers Question 3: Based on the above calculation which managers performance is best. Why do both measures yield different results.
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You are akaling the performance of two porthe managers, and Year -15 4.5 -15 35 15 -15 -10 35 00 45 45 65 65 75 8.5 85 9 135 125 10 17.5 135 Average 4.5 45 Std Dev 6.90 6.63 Semi-dev 4.20 065 Question 1: Calculate Sharpe Ratio for both managers Question 2 Calculate Sortino Raito for both managers have gated and p
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