This document provides performance measures for two investments - Yankee and the Dow Jones index. It lists the Sharpe Index, Treynor Index, Jensen Alpha, and Appraisal Ratio for Yankee and the Sharpe Index and Treynor Index for the Dow Jones index. The document appears to be student work submitted for a performance measures assignment due in week 9.
This document provides performance measures for two investments - Yankee and the Dow Jones index. It lists the Sharpe Index, Treynor Index, Jensen Alpha, and Appraisal Ratio for Yankee and the Sharpe Index and Treynor Index for the Dow Jones index. The document appears to be student work submitted for a performance measures assignment due in week 9.
Copyright:
Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC, PDF, TXT or read online from Scribd
This document provides performance measures for two investments - Yankee and the Dow Jones index. It lists the Sharpe Index, Treynor Index, Jensen Alpha, and Appraisal Ratio for Yankee and the Sharpe Index and Treynor Index for the Dow Jones index. The document appears to be student work submitted for a performance measures assignment due in week 9.
Copyright:
Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC, PDF, TXT or read online from Scribd