An Active manager of AMF Fund has delivered the following six -monthly returns in the last 5 Years versus the Benchmark NIFTY Calculate the Information Ratio & Interpret the same ? . Also calculate the annualized Information Ratio. ? Period (Semi Annual) Return of Fund % (Rp) NIFTY Return % (Rb) 1 4.5 5.5 2 3.25 3.75 3 7.25 6.5 4 2.45 2.15 5 -1.05 -1.25 6 -0.35 0.25 7 1.15 -2.5 8 5.45 5.75 9 3.9 4.2 10 4.8 -0.1
An Active manager of AMF Fund has delivered the following six -monthly returns in the last 5 Years versus the Benchmark NIFTY Calculate the Information Ratio & Interpret the same ? . Also calculate the annualized Information Ratio. ? Period (Semi Annual) Return of Fund % (Rp) NIFTY Return % (Rb) 1 4.5 5.5 2 3.25 3.75 3 7.25 6.5 4 2.45 2.15 5 -1.05 -1.25 6 -0.35 0.25 7 1.15 -2.5 8 5.45 5.75 9 3.9 4.2 10 4.8 -0.1
Intermediate Accounting: Reporting And Analysis
3rd Edition
ISBN:9781337788281
Author:James M. Wahlen, Jefferson P. Jones, Donald Pagach
Publisher:James M. Wahlen, Jefferson P. Jones, Donald Pagach
ChapterM: Time Value Of Money Module
Section: Chapter Questions
Problem 10RE: If 90,000 is invested in a fund on December 31, 2019, and 5 equal annual withdrawals of 23,138.32...
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- An Active manager of AMF Fund has delivered the following six -monthly returns in the last 5 Years versus the Benchmark NIFTY Calculate the Information Ratio & Interpret the same ? . Also calculate the annualized Information Ratio. ?
Period (Semi Annual) |
Return of Fund % (Rp) |
NIFTY Return % (Rb) |
1 |
4.5 |
5.5 |
2 |
3.25 |
3.75 |
3 |
7.25 |
6.5 |
4 |
2.45 |
2.15 |
5 |
-1.05 |
-1.25 |
6 |
-0.35 |
0.25 |
7 |
1.15 |
-2.5 |
8 |
5.45 |
5.75 |
9 |
3.9 |
4.2 |
10 |
4.8 |
-0.1 |
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