Pages • 1
Finance 320 FIN 320Group ProjectTeam 9Tao YanKun Liu2012/10/30How did the Riverdale portfolio perform over the 1990-2011 period? Report the portfolio mean, standard deviation, and Sharpe ratio. Riverdale Portfolio Mean: 0.772% (monthly)Riverdale Portfolio Variance: 0.00094 (monthly)Riverdale Portfolio Standard Deviation: 0.0307 (monthly)Sharpe Ratio: 0.159Thus, the APR Riverdale Portfolio Annual Return is 9.264% and the APR Riverdale Portfolio.