Mr. Abir, after joining in Classic Mutual Fund has been asked to compute the returns. Apart from this, he must have to highlight the other areas of the fund. Consider the following information about the returns on Classic Fund, the market returns, and the T-Bill returns. Year Returns on Classic Fund % Market Index (Nifty Returns) % T-Bills Returns % 2003 15.3 10.5 5.4 2004 14.2 16.5 6.1 2005 -5.0 -7.9 5.9 2006 21.2 18.0 6.2 2007 18.3 15.5 5.5 2008 12.5 10.7 5.4 2009 -9.5 -3.0 5.8 2010 -7.3 4.9 6.1 2011 8.5 -7.5 6.2 2012 -11.4 3.0 5.8 2013 25.2 20.5 5.7 2014 22.0 18.0 5.4 2015 -16.3 4.3 6.0 2016 14.7 12.0 6.2 2017 18.5 15.3 5.8 2018 20.2 18.0 6.0 From the above information calculate all the inputs required for determining the Sharpe’s Ratio Treynor Ratio Jensen Ratio
Mr. Abir, after joining in Classic Mutual Fund has been asked to compute the returns. Apart from this, he must have to highlight the other areas of the fund. Consider the following information about the returns on Classic Fund, the market returns, and the T-Bill returns. Year Returns on Classic Fund % Market Index (Nifty Returns) % T-Bills Returns % 2003 15.3 10.5 5.4 2004 14.2 16.5 6.1 2005 -5.0 -7.9 5.9 2006 21.2 18.0 6.2 2007 18.3 15.5 5.5 2008 12.5 10.7 5.4 2009 -9.5 -3.0 5.8 2010 -7.3 4.9 6.1 2011 8.5 -7.5 6.2 2012 -11.4 3.0 5.8 2013 25.2 20.5 5.7 2014 22.0 18.0 5.4 2015 -16.3 4.3 6.0 2016 14.7 12.0 6.2 2017 18.5 15.3 5.8 2018 20.2 18.0 6.0 From the above information calculate all the inputs required for determining the Sharpe’s Ratio Treynor Ratio Jensen Ratio
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Mr. Abir, after joining in Classic Mutual Fund has been asked to compute the returns. Apart from this, he must have to highlight the other areas of the fund.
Consider the following information about the returns on Classic Fund, the market returns, and the T-Bill returns.
|
Year |
Returns on Classic Fund % |
Market Index (Nifty Returns) % |
T-Bills Returns % |
|
2003 |
15.3 |
10.5 |
5.4 |
|
2004 |
14.2 |
16.5 |
6.1 |
|
2005 |
-5.0 |
-7.9 |
5.9 |
|
2006 |
21.2 |
18.0 |
6.2 |
|
2007 |
18.3 |
15.5 |
5.5 |
|
2008 |
12.5 |
10.7 |
5.4 |
|
2009 |
-9.5 |
-3.0 |
5.8 |
|
2010 |
-7.3 |
4.9 |
6.1 |
|
2011 |
8.5 |
-7.5 |
6.2 |
|
2012 |
-11.4 |
3.0 |
5.8 |
|
2013 |
25.2 |
20.5 |
5.7 |
|
2014 |
22.0 |
18.0 |
5.4 |
|
2015 |
-16.3 |
4.3 |
6.0 |
|
2016 |
14.7 |
12.0 |
6.2 |
|
2017 |
18.5 |
15.3 |
5.8 |
|
2018 |
20.2 |
18.0 |
6.0 |
From the above information calculate all the inputs required for determining the
Sharpe’s Ratio
Treynor Ratio
Jensen Ratio
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