ADMS 4501 Lecture Notes - Lecture 10: Sharpe Ratio

• School: York University
• Department: Administrative Studies
• Course: ADMS 4501
• Professor: Lois King

Document Summary

Williams on c apital is currently the endowment fund"s only larg e- capitaliz ation g lobal equity manag er. Williams on c apital p erformanc e d ata, 2000 2011. C han als o pres ents the endowment fund"s inves tment committee with performance information for. J oyner as s et manag ement, which is another larg e-capitaliz ation g lobal equity manag er. J oyner a s s et manag ement p erformanc e d ata 2000 2011: c alculate the s harpe ratio and t reynor meas ure for both williams on c apital and j oyner. As s et manag ement: t he inves tment c ommittee notices that us ing the s harpe ratio vers us the t reynor meas ure produces different performance rankings of williams on and j oyner.