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Question 7 Consider the following data for these funds. Fund Alpha Omega Omicron Millennium Big Value Momentum Watcher B
Posted: Thu May 19, 2022 8:21 am
by answerhappygod
- Question 7 Consider The Following Data For These Funds Fund Alpha Omega Omicron Millennium Big Value Momentum Watcher B 1 (123.1 KiB) Viewed 77 times
Question 7 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.