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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  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

 

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