What are the Sharpe and Treynor ratios for the fund?

Finance Basics

Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.95.

 

Year	Fund		Market		Risk-Free
2008	-23	%	-43.5	%	3	%
2009	25.1		21.4		5
2010	14.3		15.1		2
2011	6.8		8.8		6
2012	-2.34		-5.2		2

 

What are the Sharpe and Treynor ratios for the fund? (Round your answer to 4 decimal places.)

 

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