Pre-Summer Special Limited Time 70% Discount Offer - Ends in 0d 00h 00m 00s - Coupon code: validbest

Exam CMT-Level-II All Questions
Exam CMT-Level-II All Questions

View all questions & answers for the CMT-Level-II exam

CMT Association CMT Program CMT-Level-II Question # 29 Topic 4 Discussion

CMT-Level-II Exam Topic 4 Question 29 Discussion:
Question #: 29
Topic #: 4

__________ 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


Get Premium CMT-Level-II Questions

Contribute your Thoughts:


Chosen Answer:
This is a voting comment (?). It is better to Upvote an existing comment if you don't have anything to add.