A disadvantage of the Treynor and Sharpe measures is that
A) they produce absolute performance rankings.
B) the beta and standard deviation are static.
C) they are both difficult to compute.
D) they produce relative performance rankings.
E) they give very different measurements for well-diversified portfolios.

Question

Quizplus · Accepted Answer

The Answer of A disadvantage of the Treynor and Sharpe measures is that
A) they produce absolute performance rankings.
B) the beta and standard deviation are static.
C) they are both difficult to compute.
D) they produce relative performance rankings.
E) they give very different measurements for well-diversified portfolios.

A Disadvantage of the Treynor and Sharpe Measures Is That