What method of measuring performance is similar to the mean/variance based Sharpe ratio?
A) Morningstar RAR
B) Treynor measure
C) Jensen alpha
D) Polos razor
E) None of the options are correct.

Question

Quizplus · Accepted Answer

The Morningstar RAR is similar to the Sharpe ratio in that it is a risk-adjusted performance measure that takes into account both the return and the volatility of an investment.

What Method of Measuring Performance Is Similar to the Mean/variance