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FIN 402 - Week 5 - Investment Portfolio Paper
$ 15.00

Sharpe was recognized as the performance management and evaluation criterion by the William Sharpe in 1966 as a performance measure, average excess return of the portfolio is sampled over the period with returns in standard deviation of returns (Bodie, Kane, & Marcus, 2008). The equation for Sharpe’s measure is r – rfp resulting in a portfolio measure of 1.28 [(20.26-0.85)/15.2] and a market measure of 2.19 [(4.11-0.85)/1.49]. The market adjusted risk was not greater than the risk adjusted performance of the portfolio was concluded by the market statistics and is considered in good status and gains 1.28% return for the additional volatility

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