trying to find the sharpe ratio and M^2 measure.

thank you

The average annual riskfree return in 19941998 was 5%. During that period, the average annual return on the S\&P 500 was 24.1%, the average annual return on Fidelity Magellan was 20.5% and the average return on Fidelity Asset Manager was 11.8%. The betas of Fidelity Magellan and Fidelity Asset Manager are 1.0 and 0.6 , respectively. Using Jensen's alpha, evaluate the performance of the two funds. Example: Sharpe Ratio and M-square During the period 1994-1998, the standard deviation of S\&P 500 was 14%, the standard deviation of Magellan was 15%, and the standard deviation of Asset Manager was 10%. Use Sharpe ratio and M-square to evaluate the performance of the two funds offered by Fidelity. The Sharpe ratio divides average portfolio excess return over the sample period by the 1. Sharpe ratio: (rPrf)/P standard deviation of returns over that period. It measures the reward to (total) volatility trade-off. 5 2. Treynor measure: (rPrf)/P Like the Sharpe ratio, Treynor's measure gives excess return per unit of risk, but it focuses on systematic risk instead of total risk. 3. Jensen's alpha: P=rP[rf+P(rMrf)] Jensen's alpha is the average return on the portfolio over and above that predicted by the CAPM, given the portfolio's beta and the average market return. 6 4. Information ratio: p/(ep)