Comp Investing

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Adjusted Close includes dividends.

Limit Buy at a Max; Sell at a Minimum

Quiz - 1Warning: You have 34 minutes and 20 seconds to complete this quiz.

Question 1Which of the following is (are) possible goal(s) of a hedge fund? Returns about equal to a bank savings account. Better performance compared to a select benchmark. Absolute return without comparison to a benchmark. Both high returns and beating the benchmark used for assessment of the portfolio.

Question 2Which of the following is correct?

Sharpe Ratio = Sharpe Ratio = Sharpe Ratio = Sharpe Ratio =

Question 3What is the difference between Sharpe and Sortino Ratio? Sortino ratio only penalizes for positive volatility in the calculation of risk while Sharpe ratio penalizes for both positive and negative volatility. They are the same. Sortino ratio only penalizes for negative volatility in the calculation of risk while Sharpe ratio penalizes for both positive and negative volatility.

Question 4What is the standard financial definition of Risk? Mean of returns. None of these. Standard deviation of returns. Median of returns.

Question 5What is the sharpe ratio for a fund that has mean(monthly returns) = 0.01 and standard deviation (monthly returns) = 0.04, (Answer in numerical value with 3 decimals). Answer for Question 5 = .866