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Brimary Fama-French risk fectors (excess morket, 5MB, and HMC), These dots are litted belort. Monthly Return Data for AFNDX, SPX, T-Bill, and Fama-French Factors Sherpe ratio for beth Ariox and SPx. Do not round intermedate calculatons. Round yeur answers to theee decinal placer. Sihepree rato for AINDX! Sharpe ratio for 5Fx+ four decimel piaces. 1. Jensetty aipha coeficient The value indeates that the manoger penerated a I retum than what was exgected given the porthalla's rikk level. 2. Beta coefficient: The fund is only stightly Jitat a volatile than the market: 3. R-1Guared measure: It is sewent al than 0.50, which means that the funds pertsemance. calculations. Round your answers to three decimal placess, Theyndr ratio for AFNox: Theynor ratio for SPx: reconcile that discrepance. risk-adjusted perforrs snct, as its T value is - 1eeti- E than the mariket poitfolio's. styet Do noc round intermediate caloulations. Round your antwers to foor decirnal places. Tracking errei on a monthy basist Traciling errec on an anousleted berlst: Information ratio on a monthy kacst style? Do aot round mermed ate calculavotis. Round your answers to four decimal plates. Tracking error on a monthly basis: Tracking ercoe on an annwalzed basis: The value of tracking errer indicates that the measger's itvestmeet style is used becsuse the ancualined TE is fnformation ratio on a monthly basis: Information ratis on an annustiecs batist The manager's investment prewess relative to the generat equity market is considered as because the annialited RQ it decimal places. Use a miniss sign to enter tepative values, if any: 1. Intercept coefficitit: is statistically 2. Beta coefficientet Excess market , statistically 5Mb- , statistically HML: , statisticaliy R-squared measure: Brimary Fama-French risk fectors (excess morket, 5MB, and HMC), These dots are litted belort. Monthly Return Data for AFNDX, SPX, T-Bill, and Fama-French Factors Sherpe ratio for beth Ariox and SPx. Do not round intermedate calculatons. Round yeur answers to theee decinal placer. Sihepree rato for AINDX! Sharpe ratio for 5Fx+ four decimel piaces. 1. Jensetty aipha coeficient The value indeates that the manoger penerated a I retum than what was exgected given the porthalla's rikk level. 2. Beta coefficient: The fund is only stightly Jitat a volatile than the market: 3. R-1Guared measure: It is sewent al than 0.50, which means that the funds pertsemance. calculations. Round your answers to three decimal placess, Theyndr ratio for AFNox: Theynor ratio for SPx: reconcile that discrepance. risk-adjusted perforrs snct, as its T value is - 1eeti- E than the mariket poitfolio's. styet Do noc round intermediate caloulations. Round your antwers to foor decirnal places. Tracking errei on a monthy basist Traciling errec on an anousleted berlst: Information ratio on a monthy kacst style? Do aot round mermed ate calculavotis. Round your answers to four decimal plates. Tracking error on a monthly basis: Tracking ercoe on an annwalzed basis: The value of tracking errer indicates that the measger's itvestmeet style is used becsuse the ancualined TE is fnformation ratio on a monthly basis: Information ratis on an annustiecs batist The manager's investment prewess relative to the generat equity market is considered as because the annialited RQ it decimal places. Use a miniss sign to enter tepative values, if any: 1. Intercept coefficitit: is statistically 2. Beta coefficientet Excess market , statistically 5Mb- , statistically HML: , statisticaliy R-squared measure

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