Consider the following data for these funds. Fund Alpha Omega Omicron Millennium Big Value Momentum Watcher Big Potentia
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Consider the following data for these funds. Fund Alpha Omega Omicron Millennium Big Value Momentum Watcher Big Potentia
Consider the following data for these funds. Fund Alpha Omega Omicron Millennium Big Value Momentum Watcher Big Potential S&P Index Return T-Bill Return Average Return 28.00% 31.00% 22.00% 40.00% 15.00% 29.00% 15.00% 20.00% 6.00% Standard Deviation 27.00% 26.00% 21.00% 33.00% 13.00% 24.00% 11.00% 17.00% Non- Beta systematic Coefficient Risk 1.7000 5.00% 1.6200 6.00% 0.8500 2.00% 2.5000 27.00% 0.9000 3.00% 1.4000 16.00% 0.5500 1.50% 1.0000 0.00% 0.0000 Calculate: Sharpe, Treynor, Jenson, M2. T2 and Information ratio for these funds and rank the funds according to the performance measures.
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