can you evaluate the portfolio performance ? Treynor measureSharpe ratioM-squared measureInformation RatioJensen's Alpha-9.4%-231.3%0.6%10.4%0.01

To ascertain the potential of loss on an asset, loan, or investment, risk assessment is a broad term…

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can you evaluate the portfolio performance ?

Entrepreneurial Finance

6th Edition

ISBN:9781337635653

Author:Leach

Publisher:Leach

Chapter5: Evaluating Operating And Financial Performance

Section: Chapter Questions

Problem 6DQ

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Concept explainers

Treasury Market

On-the-run securities are the most recently issued securities in the market depth and are therefore traded at some premium. The off-the-run securities are the ones issued just before the most recent ones. The on-the-run securities have a lower yield to the investor than the off-the-run securities.

Question

can you evaluate the portfolio performance ?

Treynor measure
Sharpe ratio
M-squared measure
Information Ratio
Jensen's Alpha
-9.4%
-231.3%
0.6%
10.4%
0.01

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