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An analyst has generated the following information about risk/return performance using the Sharpe ratio and the Treynor measure:
Which of the following statements about the relative risk/return performance of the funds is CORRECT? A. The Treynor measure shows the fund outperformed the S&P 500 on a systematic risk-adjusted basis. B. The Treynor measure shows the fund underperformed the S&P 500 on a total risk-adjusted basis. C. The Sharpe ratio shows the equity fund outperformed the S&P 500 on a total risk- adjusted basis. |