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The Fidelity FSLCX fund has an average return of 13%, a tracking error of 5%, and an information ratio of 0.25. It's benchmark, the R2000,
The Fidelity FSLCX fund has an average return of 13%, a tracking error of 5%, and an information ratio of 0.25. It's benchmark, the R2000, has a standard deviation of excess return equal to 22%. The risk-free rate is 2%.
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To calculate the Sharpe ratio of the R2000 we need to know its excess return Since we are given its ...
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Essentials Of Business Statistics Communicating With Numbers
Authors: Sanjiv Jaggia, Alison Kelly
1st Edition
78020549, 978-0078020544
