I need to solve for the Sharpe Ratio and the Treynor Ratio. Rrf=1% Then, let\'s
ID: 2751407 • Letter: I
Question
I need to solve for the Sharpe Ratio and the Treynor Ratio. Rrf=1%
Then, let's say there were multiple portfolios similar to the one above. How would I go about solving for the sharpe and treynor ratio for all of them as one? Thank you.
Percentage of Portfolio Units Base Unit Cost Holdings Price Base Base Cost Base Market Value Base Investment Gain/Loss Total Account Market Value 1.96 200.0000 19.540000 28.720000 3,908.00 5,744.00 1,836.00 293,440.69 1.89 1,000.0000 4.230000 5.540000 4,230.00 5,540.00 1,310.00 293,440.69 2.17 78.0000 63.828205 81.820000 4,978.60 6,381.96 1,403.36 293,440.69 1.96 83.0000 58.510482 69.270000 4,856.37 5,749.41 893.04 293,440.69 7.18 100.0000 94.050000 210.580000 9,405.00 21,058.00 11,653.00 293,440.69 5.10 250.0000 41.050000 59.860000 10,262.50 14,965.00 4,702.50 293,440.69 1.73 300.0000 21.118167 16.930000 6,335.45 5,079.00 -1,256.45 293,440.69 2.24 260.0000 19.480000 25.240000 5,064.80 6,562.40 1,497.60 293,440.69 1.74 300.0000 9.490000 17.010000 2,847.00 5,103.00 2,256.00 293,440.69 0.60 500.0000 3.120000 3.510000 1,560.00 1,755.00 195.00 293,440.69 0.59 70.0000 12.882857 24.530000 901.80 1,717.10 815.30 293,440.69 0.00 5.0000 4.608000 0.036000 23.04 0.18 -22.86 293,440.69 3.47 320.0000 20.481188 31.830000 6,553.98 10,185.60 3,631.62 293,440.69 0.25 1,000.0000 0.658890 0.725000 658.89 725.00 66.11 293,440.69 0.64 27.0000 73.350370 69.800000 1,980.46 1,884.60 -95.86 293,440.69 3.97 83.0000 115.060000 140.480000 9,549.98 11,659.84 2,109.86 293,440.69 1.52 275.0000 19.813855 16.250000 5,448.81 4,468.75 -980.06 293,440.69 0.25 100.0000 3.550000 7.460000 355.00 746.00 391.00 293,440.69 3.56 200.0000 35.150000 52.200000 7,030.00 10,440.00 3,410.00 293,440.69 0.66 44.0000 45.457273 43.870000 2,000.12 1,930.28 -69.84 293,440.69 4.36 200.0000 56.830000 63.990000 11,366.00 12,798.00 1,432.00 293,440.69 1.97 200.0000 29.690000 28.900000 5,938.00 5,780.00 -158.00 293,440.69 0.70 100.0000 18.680000 20.450000 1,868.00 2,045.00 177.00 293,440.69 0.68 150.0000 10.236600 13.310000 1,535.49 1,996.50 461.01 293,440.69 1.19 94.0000 13.781064 37.060000 1,295.42 3,483.64 2,188.22 293,440.69 0.46 200.0000 11.920000 6.770000 2,384.00 1,354.00 -1,030.00 293,440.69 5.27 250.0000 54.650000 61.900000 13,662.50 15,475.00 1,812.50 293,440.69 2.65 150.0000 38.186667 51.910000 5,728.00 7,786.50 2,058.50 293,440.69 1.26 200.0000 31.910000 18.530000 6,382.00 3,706.00 -2,676.00 293,440.69 0.72 46.0000 43.767391 46.170000 2,013.30 2,123.82 110.52 293,440.69 0.65 37.0000 54.030270 51.370000 1,999.12 1,900.69 -98.43 293,440.69 0.71 32.0000 62.902500 65.300000 2,012.88 2,089.60 76.72 293,440.69 19.77 508.0000 88.230000 114.190000 44,820.84 58,008.52 13,187.68 293,440.69 4.90 150.0000 73.336667 95.790000 11,000.50 14,368.50 3,368.00 293,440.69 0.85 50.0000 41.625000 49.770000 2,081.25 2,488.50 407.25 293,440.69 3.31 200.0000 38.950000 48.630000 7,790.00 9,726.00 1,936.00 293,440.69 1.15 1,000.0000 4.807000 3.380000 4,807.00 3,380.00 -1,427.00 293,440.69 4.57 250.0000 50.850000 53.600000 12,712.50 13,400.00 687.50 293,440.69 0.92 150.0000 14.046667 18.030000 2,107.00 2,704.50 597.50 293,440.69 2.23 6,549.8600 1.000000 1.000000 6,549.86 6,549.86 0.00 293,440.69 0.20 0.0000 1.000000 580.52 580.52 0.00 293,440.69 0.00 0.0000 1.000000 0.42 0.42 0.00 293,440.69Explanation / Answer
I need to solve for the Sharpe Ratio and the Treynor Ratio. Rrf=1% Then, let's