Consider the Data for the JJ Value Fund and Its

Consider the data for the JJ Value Fund and its benchmark the Russell Value Index. The YTM on T-bonds is 3.8%.
$\begin{array}{|l|c|c|c|}\hline & \text { JJ Fund } & \text { Russell Value } & \text { Difference } \\\hline \text { Mean Return } & 14.2 \% & 12.7 \% & 1.5 \% \\\hline \text { Standard Deviation } & 25.9 \% & 23.6 \% & 3.9 \% * \\\hline \text { Beta } & 1.21 & 1.14 & \text { NA } \\\hline \text { Downside Deviation (MAR }=2 \%) & 16.2 \% & 15.9 \% & \text { NA } \\\hline\end{array}$ * * Derived as the standard deviation of active return
Find the following risk-adjusted performance measures for the JJ Fund and the Russell Index: Sharpe ratio, Treynor ratio, Sortino ratio and Information ratio.