Value investors are most likely to use the options. Sortino Treynor Sharpe ratio when evaluating competing investment An investment has the following sequence of annual returns. What is the time weighted-return for this sequence of returns? Year 1 2 3 4 5 6 7 HPR 11.1 17.91 -23.43 -3.82 22.46 12.77 9.52 You observe three mutual funds with the following statistics. You are considering adding one of these funds into a diversified portfolio with ten other mutual funds. Which one should you pick? Fund Sharpe Ratio Treynor Ratio Mutual Fund A Mutual Fund B Mutual Fund C Mutual Fund A Mutual Fund C Mutual Fund B 1.45 1.37 1.32 11.874 12.472 10.878