You have been given the following return information for a mutual fund, the market index, and...
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.87.
| Year | Fund | Market | Risk-Free | |||
| 2011 | –14.85 | % | –29.50 | % | 3 | % |
| 2012 | 25.10 | 20.00 | 5 | |||
| 2013 | 12.90 | 10.90 | 2 | |||
| 2014 | 7.20 | 8.00 | 5 | |||
| 2015 | –1.50 | –3.20 | 3 | |||
Calculate Jensen’s alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.)
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You have been given the following return information for a
mutual fund, the market index, and...
You have been given the following return information for a mutual fund, the market index, and...
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.95. Risk-Free Year 2011 2012 2013 2014 2015 Fund -19.40% 25.10 13.70 7.20 -1.98 Market -37.50% 20.80 13.30 8.40 -4.20 NON Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2...
You have been given the following return information for a mutual fund, the market index, and...
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Risk-Free Year 2011 2012 2013 2014 2015 Fund -17.68 25.1 13.4 6.6 -1.8 Market -34.5% 20.5 12.4 8 .4 -4.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio
You have been given the following return information for a mutual fund, the market index, and...
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97 Risk-F Year 2011 2012 2013 2014 Fund -16.4 25.1 13.2 Market -32.5 20.3 2015 -1.68 What are the Sharpe and Treynor ratios for the fund? (Do not round Intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio
You have been given the following return information for a mutual fund, the market index, and...
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Risk-Free Year 2011 2012 2013 2014 2015 Fund -14.92% 25.1 12.8 7.0 -1.44 Market -28.5% 19.9 10.6 7.6 -2.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not...
8. You have been given the following return information for a mutual fund, the market index,...
8. You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Risk-Free 2% Year 2011 2012 2013 2014 2015 Fund -15.13% 25.1 12.5 6.4 -1.26 Market -25.5% 19.6 9.7 7.6 -2.2 که ن What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 2011 2012 -1.2 +24.5 -1.0 +17.0 2013 +40.5 +31.5 2014 2015 +11.5 +0.3 +10.8 -0.8 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 2011 -1.5 -0.8 2012 +24.8 +16.0 2013 +40.8 +31.8 2014 +11.8 +11.1 2015 +0.2 -0.6 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 1.5 +23.3 +41.2 +10.2 +0.2 -0.7 +14.0 +30.7 +11.5 -0.5 Fund Market index Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
Check In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for...
Check In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 -1.4 +24.7 +40.7 +11.7 +0. -0.7 +15.0 +31.7 +11.0-0. Fund Market index Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 Fund −1.5 +23.7 +41.6 +10.6 +0.6 Market index −0.6 +18.0 +31.1 +11.9 −0.4 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each.
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.95. Risk-Free Year 2011 2012 2013 2014 2015 Fund -19.40% 25.10 13.70 7.20 -1.98 Market -37.50% 20.80 13.30 8.40 -4.20 NON Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2...
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Risk-Free Year 2011 2012 2013 2014 2015 Fund -17.68 25.1 13.4 6.6 -1.8 Market -34.5% 20.5 12.4 8 .4 -4.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97 Risk-F Year 2011 2012 2013 2014 Fund -16.4 25.1 13.2 Market -32.5 20.3 2015 -1.68 What are the Sharpe and Treynor ratios for the fund? (Do not round Intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Risk-Free Year 2011 2012 2013 2014 2015 Fund -14.92% 25.1 12.8 7.0 -1.44 Market -28.5% 19.9 10.6 7.6 -2.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not...
8. You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Risk-Free 2% Year 2011 2012 2013 2014 2015 Fund -15.13% 25.1 12.5 6.4 -1.26 Market -25.5% 19.6 9.7 7.6 -2.2 که ن What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 2011 2012 -1.2 +24.5 -1.0 +17.0 2013 +40.5 +31.5 2014 2015 +11.5 +0.3 +10.8 -0.8 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 2011 -1.5 -0.8 2012 +24.8 +16.0 2013 +40.8 +31.8 2014 +11.8 +11.1 2015 +0.2 -0.6 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 1.5 +23.3 +41.2 +10.2 +0.2 -0.7 +14.0 +30.7 +11.5 -0.5 Fund Market index Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
Check In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 -1.4 +24.7 +40.7 +11.7 +0. -0.7 +15.0 +31.7 +11.0-0. Fund Market index Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...
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