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Which fund has best performance according to the Treynor, Sharpe and Jensen indexes? You are given the following information concerning several mutual funds. Fund Rate
Which fund has best performance according to the Treynor, Sharpe and Jensen indexes? You are given the following information concerning several mutual funds. Fund Rate of Return Standard Deviation of Return Beta 8.7% 1% 1.1 B 7.9% 1.4% 0.8 C 9.3% 3.5% 1.2 During this time period, the Treasury bill rate (risk-free rf) is 3%. S&P 500 return is 8% (market maternal WALL
Which fund has best performance according to the Treynor, Sharpe and Jensen indexes?
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