Mr. Abir, after joining in Classic Mutual Fund has been asked to compute the returns. Apart from this, he must have to highlight the other areas of the fund. Consider the following information about the returns on Classic Fund, the market returns, and the T-Bill returns. Year Returns on Classic Fund % Market Index (Nifty Returns) % T-Bills Returns % 2003 15.3 10.5 5.4 2004 14.2 16.5 6.1 2005 -5.0 -7.9 5.9 2006 21.2 18.0 6.2 2007 18.3 15.5 5.5 2008 12.5 10.7 5.4 2009 -9.5 -3.0 5.8 2010 -7.3 4.9 6.1 2011 8.5 -7.5 6.2 2012 -11.4 3.0 5.8 2013 25.2 20.5 5.7 2014 22.0 18.0 5.4 2015 -16.3 4.3 6.0 2016 14.7 12.0 6.2 2017 18.5 15.3 5.8 2018 20.2 18.0 6.0 From the above information calculate all the inputs required for determining the Sharpe’s Ratio Treynor Ratio Jensen Ratio
Mr. Abir, after joining in Classic Mutual Fund has been asked to compute the returns. Apart from this, he must have to highlight the other areas of the fund. Consider the following information about the returns on Classic Fund, the market returns, and the T-Bill returns. Year Returns on Classic Fund % Market Index (Nifty Returns) % T-Bills Returns % 2003 15.3 10.5 5.4 2004 14.2 16.5 6.1 2005 -5.0 -7.9 5.9 2006 21.2 18.0 6.2 2007 18.3 15.5 5.5 2008 12.5 10.7 5.4 2009 -9.5 -3.0 5.8 2010 -7.3 4.9 6.1 2011 8.5 -7.5 6.2 2012 -11.4 3.0 5.8 2013 25.2 20.5 5.7 2014 22.0 18.0 5.4 2015 -16.3 4.3 6.0 2016 14.7 12.0 6.2 2017 18.5 15.3 5.8 2018 20.2 18.0 6.0 From the above information calculate all the inputs required for determining the Sharpe’s Ratio Treynor Ratio Jensen Ratio
Pfin (with Mindtap, 1 Term Printed Access Card) (mindtap Course List)
7th Edition
ISBN:9780357033609
Author:Randall Billingsley, Lawrence J. Gitman, Michael D. Joehnk
Publisher:Randall Billingsley, Lawrence J. Gitman, Michael D. Joehnk
Chapter13: Investing In Mutual Funds, Etfs, And Real Estate
Section: Chapter Questions
Problem 8FPE
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Question
Mr. Abir, after joining in Classic Mutual Fund has been asked to compute the returns. Apart from this, he must have to highlight the other areas of the fund.
Consider the following information about the returns on Classic Fund, the market returns, and the T-Bill returns.
|
Year |
Returns on Classic Fund % |
Market Index (Nifty Returns) % |
T-Bills Returns % |
|
2003 |
15.3 |
10.5 |
5.4 |
|
2004 |
14.2 |
16.5 |
6.1 |
|
2005 |
-5.0 |
-7.9 |
5.9 |
|
2006 |
21.2 |
18.0 |
6.2 |
|
2007 |
18.3 |
15.5 |
5.5 |
|
2008 |
12.5 |
10.7 |
5.4 |
|
2009 |
-9.5 |
-3.0 |
5.8 |
|
2010 |
-7.3 |
4.9 |
6.1 |
|
2011 |
8.5 |
-7.5 |
6.2 |
|
2012 |
-11.4 |
3.0 |
5.8 |
|
2013 |
25.2 |
20.5 |
5.7 |
|
2014 |
22.0 |
18.0 |
5.4 |
|
2015 |
-16.3 |
4.3 |
6.0 |
|
2016 |
14.7 |
12.0 |
6.2 |
|
2017 |
18.5 |
15.3 |
5.8 |
|
2018 |
20.2 |
18.0 |
6.0 |
From the above information calculate all the inputs required for determining the
Sharpe’s Ratio
Treynor Ratio
Jensen Ratio
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