Please help me Investing: Inverse ETFs (Exchange Traded Funds) Inverse ETFs, sometimes referred to as "bear market" or "short" funds, are designed to deliver the opposite of the performance of the indexor category they track, and so can be used by traders to bet against the stock market. The following table shows the performance of three such funds as of August 5, 2015.+MYY (ProShares Short Midcap 400)SH (ProShares Short S&P 500)REW (ProShares UltraShort Technology)Year-to-DateLoss (%)1,766.57 X$ 8,233.43 X57You invested a total of $11,000 in the three funds at the beginning of 2011, including an equal amount in SH and REW. Your year-to-date loss from the first two funds amounted to $520. How muchdid you invest in each of the three funds?MYY$ 2,000SHREW

Total loss or profit on the investment depends on the stock in the portfolio and weight of stocks in…

Answered: MYY (ProShares Short Midcap 400) SH…

FINANCIAL ACCOUNTING

10th Edition

ISBN:9781259964947

Author:Libby

Publisher:Libby

Chapter1: Financial Statements And Business Decisions

Section: Chapter Questions

Problem 1Q

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Investing: Inverse ETFS (Exchange Traded Funds) Inverse ETFS, sometimes referred to as "bear market" or "short" funds, are designed to deliver the opposite of the performance of the index or category they track, and so can be used by traders to bet against the stock market. The following table shows the performance of three such funds as of August 5, 2015.t Year-to-Date Loss (%) MYY (ProShares Short Midcap 400) SH (ProShares Short S&P 500) REW (ProShares UltraShort Technology) 7 You invested a total of $12,000 in the three funds at the beginning of 2011, including an egual amount in SH and REW. Your year-to-date loss from the first two funds amounted to $510. How much did you invest in each of the three funds? MYY $ SH 2$ REW $
Investing: Inverse Mutual Funds Inverse mutual funds, sometimes referred to as “bear market” or “short” funds, seek to deliver the opposite of the performance of the index or category they track and can thus be used by traders to bet against the stock market. Exercises 17and18 are based on the following table, which shows the performance of three such funds as of February 27, 2015: 17 Year -To-Date loss(%) DSHPIX (Short smallcap profund) 4 RYURX ( Rydex inverse S&P 500 ) 3 RYCWX (Rydex Inverse Dow ) 6 You invested a total of $6,000 in the three funds at the beginning of 2015, including equal amounts in SHPIX and RYURX. Your total year-to-date loss amounted to $260. How much did you invest in each of the three funds?
Investing: Inverse Mutual Funds Inverse mutual funds, sometimes referred to as "bear market" or "short" funds, seek to deliver the opposite of the performance of the index or category they track, and can thus be used by traders to bet against the stock market. This question is based on the following table, which shows the performance of three such funds as of February 27, 2015.+ SHPIX (Short Smallcap Profund) Year-to-date Loss 4% RYURX (Rydex Inverse S&P 500) RYCWX (Rydex Inverse Dow) 3% 6% You invested a total of $9,000 in the three funds at the beginning of 2015, including an equal amount in RYURX and RYCWX. Your year-to-date loss from the first two funds amounted to $260. How much did you invest in each of the three funds? SHPIX RYURX RYCWX
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Suppose you manage an equity fund with the following securities. Use the following data to calculate the information ratio of each stock. Input Data Vogt Industries Isher Corporation Hedrock, Incorporated Alpha 0.012 0.006 0.016 Beta 0.277 1.015 1.630 Standard Deviation 0.156 0.168 0.181 Residual Standard Deviation 0.117 0.048 0.113 Required: Using the information in the table above, please calculate the information ratio for each stock. (Use cells A5 to D8 from the given information to complete this question.) Vogt Industries Isher Corporation Hedrock, Incorporated Information Ratio
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Consider the information below on 3 mutual funds: Fund Fund Return Beta S 14.05 % 1.19 D 17.05 % 1.44 M 13.65% 0.98 During the same time period, the return on the market stock index (rM) was 12.35% and the risk - free rate ( rRF) was 2.25%. Based on this information, which statement below is Correct? Group of answer choices After adjusting for risk, mutual fund S outperformed the other two funds. On a risk - adjusted basis, all of the mutual funds had a postive Alpha. After adjusting for risk, mutual fund M outperformed the other two funds. Mutual fund D had the best Treynor ratio for the period.
Suppose you manage an equity fund with the following securities. Use the following data to help build an active portfolio. Input Data Vogt Industries Isher Corporation Hedrock, Incorporated Alpha 0.012 0.006 0.016 Beta 0.277 1.015 1.630 Standard Deviation 0.156 0.168 0.181 Residual Standard Deviation 0.117 0.048 0.113 Information Ratio 0.1026 0.1250 0.1416 Alpha/Residual Variance 0.877 2.604 1.253 Market Data S&P 500 Treasury Bills Expected Raturn 12.00% 2.50% Standard Deviation 20.00% 0.00% Required: Using the information in the table above, please first calculate the initial weight of each stock in an active portfolio, using the Treynor Black approach. Then adjust each weight for beta. (Use cells A5 to D14 from the given information to complete this question.) Treynor-Black Model Vogt Industries Isher Corporation Hedrock, Incorporated…
You have been given the following return information for a mutual fund, the mark return correlation between the fund and the market is 0.97. Market Risk-Free Fund Year 2011 -20.6% -39.5% 1% 2012 25.1 21.0 3 13.9 2013 13.9 2014 7.6 8.8 4 2015 -2.1 -5.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate places.) Sharpe ratio Treynor ratio
Pls help ASAP
You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate. Year Papa Fund Mama Fund Market Risk-Free 2011 –12.6 % –22.6 % –24.5 % 1 % 2012 25.4 18.5 19.5 3 2013 8.5 9.2 9.4 2 2014 15.5 8.5 7.6 4 2015 2.6 –1.2 –2.2 2 Calculate the Sharpe ratio, Treynor ratio, Jensen’s alpha, information ratio, and R-squared for both funds. (Input all amounts as positive values. Do not round intermediate calculations. Enter all answers as a decimal value rounded to 4 decimal places.) PAPA MAMA SHARPE RATIO: TREYNOR RATIO JENSEN'S ALPHA INFORMATION RATIO R-SQUARED
Rank the following funds based on Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, Sortino Ratio, M squared. Explain the difference in ranking of the funds if any as per various measures. Compare each of the fund with the benchmark index and explain the better or poor performance of the funds. The average return on the risk-free securities is 6% during the period of measurement. Mutual Fund Return (%) Total Standard Deviation (%) Downside Standard Deviation (%) Correlation with market Contra Fund 25 15 12 0.65 Equity Minimum Variance Fund 28 18 15 0.75 Focused Equity Fund 21 15 13 0.72 Midcap Fund 30 17 16 0.68 Benchmark Index 27 16 14

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MYY (ProShares Short Midcap 400) SH (ProShares Short S&P 500) REW (ProShares UltraShort Technology) Year-to-Date Loss (%) 6 5 7 invested a total of $11,000 in the three funds at the beginning of 2011, including an equal amount in SH and REW. Your year-t you invest in each of the three funds?