Treynor measure Study guides, Class notes & Summaries

Capital Market Line - ANSWER-A graphical representation of the relationship between risk and return, where risk is measured by standard deviation; the CML includes the concept of a risk-free rate of return Jenson Performance index - ANSWER-Used in comparing performance money managers on a risk-adjusted basis and can be used by itself. A number above 0.00 indicates the manager had better performance than would be expected given the risk he took... vice versa How are Treynor and Sharpe index...

Capital Market Line - ANSWER-A graphical representation of the relationship between risk and return, where risk is measured by standard deviation; the CML includes the concept of a risk-free rate of return Jenson Performance index - ANSWER-Used in comparing performance money managers on a risk-adjusted basis and can be used by itself. A number above 0.00 indicates the manager had better performance than would be expected given the risk he took... vice versa How are Treynor and Sharpe index...

CTFA Exam Questions And Answers With Complete Solutions 2024 top-down approach - correct answer.A method of analyzing securities that starts with the overall market and narrows down to the specific company Treynor measure - correct answer.A measure of reward to nondiversifiable volatility (systematic rISK) Unemployment Rate - correct answer.A measurement of the percentage of the U.S. labor force that currently is not working but is willing and able to work and is actively seek...

FINC 340 Questions Correctly Answered. An investor deposited $10,000 into a portfolio at the beginning of the year. The portfolio increased by 8% by the end of the year. The investor withdrew half his funds and left the remaining on deposit. These funds increased by 20% over the next year. The investor then closed his account. What is the investor's two year holding period return? - CORRECT ANSWER A. 8.0% B. 14.0% C. 16.6% **D. 18.8% E. 20% Strategic asset allocation identif...

AWMA Test Questions with Correct Answers Capital Market Line - Answer-A graphical representation of the relationship between risk and return, where risk is measured by standard deviation; the CML includes the concept of a risk-free rate of return Jenson Performance index - Answer-Used in comparing performance money managers on a risk-adjusted basis and can be used by itself. A number above 0.00 indicates the manager had better performance than would be expected given the risk he took......

AWMA Test Questions with Correct Answers Capital Market Line - Answer-A graphical representation of the relationship between risk and return, where risk is measured by standard deviation; the CML includes the concept of a risk-free rate of return Jenson Performance index - Answer-Used in comparing performance money managers on a risk-adjusted basis and can be used by itself. A number above 0.00 indicates the manager had better performance than would be expected given the risk he took......

Define investment - Answer Investment is deferred consumption List the four major types of real assets other than land and other types of real estate. - Answer Natural resources, commodities, infrastructure, and intellectual property. List the three major types of alternative investments other than real assets in the CAIA curriculum. - Answer Hedge funds, Private Equity, and Structured Products Name the five structures that differentiate traditional and alternative investments - Answer ...

What are two purposes of investment policy? - correct answer 1. To provide a foundation of goals, time horizons, and constraints on which the client portfolio is constructed 2. To provide a basis for review, performance evaluation, and adaptation to changing conditions. Why is a long term perspective essential as an element of investment policy? - correct answer The returns work better in the invest...

AWMA Test Questions with Correct Answers Capital Market Line - Answer-A graphical representation of the relationship between risk and return, where risk is measured by standard deviation; the CML includes the concept of a risk-free rate of return Jenson Performance index - Answer-Used in comparing performance money managers on a risk-adjusted basis and can be used by itself. A number above 0.00 indicates the manager had better performance than would be expected given the risk he took......

AWMA Test Questions with Correct Answers Capital Market Line - Answer-A graphical representation of the relationship between risk and return, where risk is measured by standard deviation; the CML includes the concept of a risk-free rate of return Jenson Performance index - Answer-Used in comparing performance money managers on a risk-adjusted basis and can be used by itself. A number above 0.00 indicates the manager had better performance than would be expected given the risk he took... vi...