Modigliani-squared is a return adjusted for volatility that allows returns between portfolios to be compared.
Correct Answer:
Verified
Q54: The purpose of performance attribution is to
Q55: A large-cap manager that has the S&P
Q56: Jensen's measure of performance is based on
Q57: The use of the Treynor measure implies
Q58: When evaluating the performance of a mutual
Q60: Treynor's measure is a ratio of excess
Q61: The Jays Fund had a value of
Q62: What is performance attribution?
Q63: A $50 million portfolio reports a 5%
Q64: GIPS® requirements include: uniformity in certain performance
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents