Question
The following data are available relating to the performance of a fund and the market: Price at Beg of Year $52.25 Beta 1.5 Price at
The following data are available relating to the performance of a fund and the market:
Price at Beg of Year $52.25 Beta 1.5
Price at year-end $57.00 Risk free rate 2%
Dividend during the year $2.25 Market return 14%
Capital gain distribution during the year $1.50 Std dev of error 11%
What is Jensens Alpha?
What is the Sharpe ratio?
What is the Treynor ratio?
What is the Information ratio?
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Value Investing
Authors: Mike Hartley
1st Edition
979-8864443309
