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:

Sample

Group of subjects selected from a larger population of subjects, usually selected randomly.

Population

In statistics and research, the entire group of individuals or instances about whom the information is desired; in biology, all the organisms of the same group or species living in a particular geographic area.

Correlational Method

A research strategy that involves measuring two or more variables to determine the degree of relationship between them.

Variables

Elements, features, or factors that are liable to vary or change within a study, experiment, or any form of research.