Which of the following is NOT a portfolio performance measure?
A)Jensen's beta.
B)The Sharpe ratio.
C)The Treynor Ratio.
D)Jenson's alpha.

Question

Quizplus · Accepted Answer

Jensen's beta is not a recognized portfolio performance measure. The correct term related to Jensen is Jensen's alpha, which measures the excess return of a portfolio over the expected market return. The Sharpe ratio and the Treynor Ratio are both well-known performance measures.

Which of the Following Is NOT a Portfolio Performance Measure