Portofolio & Benchmark (input)

Tiga Rasio Risk-Adjusted (output)

Sharpe (1966)
0,42
total risk
Treynor (1965)
6,3
systematic risk
Jensen α (1968)
+0,8%
alpha murni

Portofolio return 14%, σ 18%, β 1,2. Sharpe 0,42, Treynor 6,3%, Jensen α +0,8% — alpha positif, di atas SML.