Which of the following performance measures is the least useful measure of performance?
A) Treynor ratio.
B) Raw return.
C) Jensen-Treynor alpha.
D) Jensen's alpha.
E) Sharpe ratio.
Correct Answer:
Verified
Q10: The Sharpe Ratio is considered to be
Q11: The risk premium of a portfolio divided
Q12: _ gives the excess return of a
Q13: _ is defined as the return of
Q14: The Sharpe ratio is best utilized for
Q16: The statistical model for assessing probabilities based
Q17: _ is an attempt by the manager
Q18: _ assesses risk by stating the probability
Q19: A _ portfolio has the highest reward-to-risk
Q20: Which one of the following is computed
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