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Geometric Return Calculation for the three funds and for three secuity, equally weighted portfolio.

Descending order

T-Bill Excess Return

Year A B C A B C

2003 5.00% 4.00% 6.00% 3.00% 2.00% 1.00% 3.00%

2004 0.00% 1.00% -1.00% 3.00% -3.00% -2.00% -4.00%

2005 -5.00% -4.00% -10.00% 3.00% -8.00% -7.00% -13.00%

2006 8.00% 10.00% 18.00% 3.00% 5.00% 7.00% 15.00%

2007 5.00% 5.00% 7.00% 3.00% 2.00% 2.00% 4.00%

Does the Geometric Return Calculation give the same ranking as the Sharpe Measure?

Basic Finance, Finance

  • Category:- Basic Finance
  • Reference No.:- M941658

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