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Use the following information to answer questions 15 to 19. You are provided the following annual returns data for an investment fund and its benchmark
Use the following information to answer questions 15 to 19. You are provided the following annual returns data for an investment fund and its benchmark for the last 5 years. Determine the performance of the fund when the risk-free asset returns 1% annually. 15. What is the Sharpe Ratio of the fund? 16. What is the Treynor Ratio of the fund? 17. What is the M2 measure of the Fund? 18. What is the Information Ratio of the Fund? 19. What is the Tracking Error Volatility of the Fund
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