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You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97.

Year Fund Market Risk-Free
2018 −19.4% −37.5% 1%
2019 25.1 20.8 4
2020 13.7 13.3 2
2021 7.2 8.4 6
2022 −1.98 −4.2 2
What are the Sharpe and Treynor ratios for the fund?

Note: Do not round intermediate calculations. Round your answers to 4 decimal places.

1 Answer

4 votes

Answer:

Step-by-step explanation:

To calculate the Sharpe and Treynor ratios, we first need to find the average excess return of the fund and the beta of the fund.

1. **Average Excess Return (\(R_i - R_f\)):**

- Calculate the excess return for each year by subtracting the risk-free rate from the fund's return.

- Find the average of these excess returns.

\[ \text{Average Excess Return} = \frac{\sum_{i=1}^{n} (R_{\text{Fund},i} - R_f)}{n} \]

2. **Beta (\(\beta\)):**

- Beta measures the sensitivity of the fund's returns to market returns. It is calculated using the covariance and variance of the fund's returns with respect to the market returns.

- The formula for beta is: \[ \beta = \frac{\text{Covariance}(\text{Fund, Market})}{\text{Variance}(\text{Market})} \]

3. **Sharpe Ratio:**

- The Sharpe ratio is the ratio of the average excess return to the standard deviation of excess returns.

- The formula for the Sharpe ratio is: \[ \text{Sharpe Ratio} = \frac{\text{Average Excess Return}}{\text{Standard Deviation of Excess Returns}} \]

4. **Treynor Ratio:**

- The Treynor ratio is the ratio of the average excess return to the beta of the fund.

- The formula for the Treynor ratio is: \[ \text{Treynor Ratio} = \frac{\text{Average Excess Return}}{\beta} \]

Now, let's calculate these values:

```plaintext

Year Fund Market Risk-Free Excess Return

2018 -19.4% -37.5% 1% -20.4%

2019 25.1 20.8 4 21.1

2020 13.7 13.3 2 11.7

2021 7.2 8.4 6 1.2

2022 -1.98 -4.2 2 -3.98

Average Excess Return = ( -20.4 + 21.1 + 11.7 + 1.2 - 3.98 ) / 5 = 1.328%

Covariance(Fund, Market) = 0.97 * ( -20.4 * -37.5 + 21.1 * 20.8 + 11.7 * 13.3 + 1.2 * 8.4 - 3.98 * -4.2 ) / 5

= 511.9456

Variance(Market) = ( ( -37.5 )^2 + 20.8^2 + 13.3^2 + 8.4^2 - ( -4.2 )^2 ) / 5

= 576.42

Beta = 511.9456 / 576.42 = 0.888

Standard Deviation of Excess Returns = sqrt( Var( -20.4, 21.1, 11.7, 1.2, -3.98 ) ) = 12.8692

Sharpe Ratio = 1.328 / 12.8692 = 0.103

Treynor Ratio = 1.328 / 0.888 = 1.4978

```

Therefore, rounding to 4 decimal places:

- Sharpe Ratio = 0.1030

- Treynor Ratio = 1.4978

User Niroshan Ratnayake
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