The Sharpe measure examines the risk premium per unit of systematic risk.
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Q6: Treynor developed the first composite measure of
Q7: The Jensen measure requires that each period's
Q8: A negative Treynor measure (negative T) for
Q9: Maximum drawdown calculates the largest percentage decline
Q10: The typical proxy for the market portfolio
Q12: The Sortino ratio takes into account the
Q13: The information ratio permits only relative assessments
Q14: The Sharpe measure of portfolio performance divides
Q15: A peer group comparison collects the returns
Q16: Sharpe's performance assumes that all portfolios are
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