Which measure calculates performance relative to a benchmark portfolio?
A) Sortino ratio
B) M2
C) Information ratio
D) Sharpe ratio

Name: Which measure calculates performance relative to a benchmark portfolio? A) Sortino ratio B) M2 C) Information ratio D) Sharpe ratio
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The Information ratio measures the performance of a portfolio relative to a benchmark portfolio by comparing the excess return of the portfolio to the benchmark's return, adjusted for the tracking error.

Which Measure Calculates Performance Relative to a Benchmark Portfolio