Maximum drawdown calculates the largest percentage decline in value-from peak to trough-wherever during the horizon that occurs.
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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
Q10: The typical proxy for the market portfolio
Q11: The Sharpe measure examines the risk premium
Q12: The Sortino ratio takes into account the
Q13: The information ratio permits only relative assessments
Q14: The Sharpe measure of portfolio performance divides
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