Project #50696 - Investment Performance

When you pick the best choice for your portfolio, defend your decision in a one-page essay following APA guidelines.

You have been given the following return information for two mutual funds (A and B), the market index, and the risk-free rate.

Year

A-Fund

B- Fund

Market

Risk-Free

2008

-12.6%

-22.6

-24.5%

1%

2009

25.4

18.5

19.5

3

2010

8.5

9.2

9.4

2

2011

15.5

8.5

7.6

4

2012

2.6

-1.2

-2.2

2

Calculate the Sharpe ratio, Treynor ratio, Jensen’s alpha, information ratio, and R-squared for both funds and determine which is the best choice for your portfolio.

Subject Mathematics
Due By (Pacific Time) 12/09/2014 12:00 am
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