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Data are given as follows: (all the values are in percent)
| Month | Average portfolio return | Average market return | Average risk-free rate | Portfolio beta | Return standard deviation | Monthly alpha |
| 1 | 2.464 | 3.360 | 0.090 | 0.801 | 6.779 | -0.246 |
| 2 | 16.130 | 2.348 | 0.090 | 0.379 | 6.095 | 15.183 |
| 3 | 0.771 | -1.484 | 0.120 | 0.912 | 6.407 | 2.115 |
| 4 | -6.386 | -2.437 | 0.120 | 0.583 | 6.374 | -5.015 |
| 5 | -2.861 | 1.965 | 0.090 | 0.207 | 5.832 | -3.339 |
| 6 | -7.673 | 2.806 | 0.120 | 0.753 | 5.444 | -9.815 |
| 7 | 0.805 | -5.721 | 0.150 | 0.553 | 5.221 | 3.902 |
| 8 | -0.372 | 0.327 | 0.150 | 0.521 | 6.141 | -0.615 |
| 9 | 1.508 | 2.464 | 0.150 | 0.497 | 4.047 | 0.209 |
| 10 | 2.003 | 2.250 | 0.150 | 0.701 | 4.142 | 0.381 |
| 11 | -4.723 | 6.639 | 0.210 | 1.501 | 7.750 | -14.581 |
| 12 | 2.383 | 4.874 | 0.210 | 0.762 | 3.879 | -1.380 |
Calculate Treynor measure, Sharpe ratio, tracking error, information ratio, and hit ratio. Then, evaluate the performance of this portfolio.
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