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Unformatted text preview: Strategy Mean Return Standard Deviation Sharpe Ratio Largecap growth 1.15% 2.89% 0.26 Largecap value 1.08% 2.20% 0.31 Large cap blend 1.07% 2.38% 0.28 Largecap growth will earn a monthly return of 0% or less 0.35 January 1994 to December 1996 Strategy Mean Return Standard Deviation Sharpe Ratio Largecap growth 1.15% 2.89% 0.26 Largecap value 1.08% 2.20% 0.31 Large cap blend 1.07% 2.38% 0.28 The largecap value fund category minimized the probability of earning a return less than the riskfree rate of return for the period. Largecap value funds achieved the highest Sharpe ratio during the period....
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This homework help was uploaded on 04/20/2008 for the course FIN 202 taught by Professor William,white during the Spring '08 term at DePaul.
 Spring '08
 William,White

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