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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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
Transcribed Image Text: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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