CMT Association CMT Level II Exam CMT-Level-II Question # 8 Topic 1 Discussion

CMT Association CMT Level II Exam CMT-Level-II Question # 8 Topic 1 Discussion

CMT-Level-II Exam Topic 1 Question 8 Discussion:
Question #: 8
Topic #: 1

__________ is used to calculate the relative volatility of the current portfolio compared to the benchmark by calculating the annualized return less the risk-free return and then divided by beta.


A.

Sharpe ratio


B.

Calmar ratio


C.

Sortino ratio


D.

Treynor ratio


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