Based on the below mentioned data decide whether the portfolio has out performed the market in terms of Treynor, Sharpe and Jensen benchmark evaluation measures.
|
Particulars |
Portfolio |
Market |
| Average Return |
7% |
10% |
| Beta |
0.4 |
1.00 |
| Standard Deviation |
3% |
8% |
| Risk free rate |
6% |
6% |
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