H. · 2020年11月14日
问题如下：
Which of the following performance measures does not require the measure to be compared to another value?
选项：
A.Sharpe ratio.
B.Treynor ratio.
C.Jensen’s alpha.
解释：
C is correct.
The sign of Jensen’s alpha indicates whether or not the portfolio has outperformed the market. If alpha is positive, the portfolio has outperformed the market; if alpha is negative, the portfolio has underperformed the market.
请问M Square也不需要和基准比的话怎么判断呢？
NO.PZ2015121801000107 问题如下 Whiof the following performanmeasures es not require the measure to compareto another value? A.Sharpe ratio. B.Treynor ratio. C.Jensen’s alph is correct.The sign of Jensen’s alpha incates whether or not the portfolio houtperformethe market. If alpha is positive, the portfolio houtperformethe market; if alpha is negative, the portfolio hunrperformethe market. 和market收益率比不叫比较？
NO.PZ2015121801000107 问题如下 Whiof the following performanmeasures es not require the measure to compareto another value? A.Sharpe ratio. B.Treynor ratio. C.Jensen’s alph is correct.The sign of Jensen’s alpha incates whether or not the portfolio houtperformethe market. If alpha is positive, the portfolio houtperformethe market; if alpha is negative, the portfolio hunrperformethe market. Jensen's alpha 不是在比較基金經理帶來的超額補償是多少？不是在比較總的收益率和CAPM模型得到的收益率。
1.为啥选c啊？不是 不需要和其他对比的是sharp ratio antremor ratio？2.感觉和题目无关啊，怎么
