medium · Certified Financial Planner Investment Planning
A fund in the Darby portfolio returned 11.40% with a standard deviation of 16.15% and a beta of 1.18. The fund’s R^2 against its benchmark is 0.62.
Which performance measure is most appropriate to evaluate this fund?
- The Correlation Coefficient.
- Jensen's Alpha.
- The Treynor Ratio.
- The Sharpe Ratio.
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