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Sharpe ratio, Treynor's Measure.

  1. Compute the Sharpe ratio, Treynor's Measure, and M2 for the following two lifecycle funds using the past two years of monthly data (Note: this will require the use of the S&P 500 as well; please watch the video provided in the class (It is in the announcements if you can not find it) for assistance).
    • TIAA Lifecycle 2025 fund: https://finance.yahoo.com/quote/TLQRX?p=TLQRX&.tsrc=fin-srch
    • TIAA Lifecycle 2060 fund: https://finance.yahoo.com/quote/TVIIX?p=TVIIX&.tsrc=fin-srch
    You can read more about these funds here:
    • TIAA Lifecycle 2025 fund: https://www.nuveen.com/mutual-funds/tiaa-cref-lifecycle-2025-fund?shareclass=Retirement
    • TIAA Lifecycle 2060 fund: https://www.nuveen.com/mutual-funds/tiaa-cref-lifecycle-2060-fund?shareclass=Retirement
  2. Submit both an excel document and a word document with your findings.