Which of the Following Performance Measures Does Not Depend Upon

question 34

Multiple Choice

Which of the following performance measures does not depend upon the accuracy of the beta?

• A) Treynor ratio.
• B) Sharpe ratio.
• C) Jensen-Treynor alpha.
• D) Jensen's alpha.
• E) None of the above.

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Definitions:

Genetic Drift

A mechanism of evolution that results in random changes in the frequency of alleles within a population over time.

Allele Frequencies

The proportion of different alleles of the same gene within a given population.

Cladistics

Making hypotheses about evolutionary relationships among clades.

Shared Characteristics

Traits or features that are common across a group of organisms, indicating a degree of genetic, structural, or functional similarity.