The two main questions when assessing the performance of an investment manager are: how did the portfolio manager actually perform, and, why did the portfolio manager perform as he or she did?
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Q1: The market rewards investors for bearing total
Q2: The most common manner of evaluating portfolio
Q4: The portfolio performance measure that can be
Q5: The Sharpe and Treynor measures always give
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
Q11: The Sharpe measure examines the risk premium
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