Question
the following data is available relating to the performance of XYZ Fund and the market portfolio. The risk-free rate of the return during the sample
the following data is available relating to the performance of XYZ Fund and the market portfolio. The risk-free rate of the return during the sample period was 2.61%. calculate the sharp measure of performance evaluation for XYZ Fund.
|
| VDV Fund | Benchmark portfolio |
| Average return | 8.07% | 8.51% |
| Standard deviations of returns | 31.87% | 7.12% |
| Beta | 1.26 | 1.00 |
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Finance And Democracy Towards A Sustainable Financial System
Authors: Alessandro Vercelli
1st Edition
3030279111, 978-3030279110
