Information ratio formula：Information Ratio

Information Ratio

TheInformationRatioquantifiestheexcessportfolioreturnsoverthereturnsofabenchmark,relativetothevolatilityoftheexcessreturns.Inshort,the ...。其他文章還包含有：「Informationratio」、「InformationRatio(IR)Definition」、「InformationRatio-Definition」、「InformationRatio-WhatIsIt,Explained」、「InformationRatioFormula-WhatIsIt」、「InformationRatioFormula」、「InformationRatio:Meaning」、「資訊比...

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Step-by-StepGuidetoUnderstandingInformationRatioLastUpdatedFebruary20,2024LearnOnlineNow[1]Join750k+LearnersTodayWhatisInformationRatio?The InformationRatioquantifiestheexcessportfolioreturnsoverthereturnsofabenchmark,relativetothevolatilityoftheexcessreturns.Inshort,theinformationratiorepresentstheexcessreturnoverabenchmark–mostoftentheS&P500–dividedbyatrackingerror,whichisameasureofconsistency.HowtoCalculateInformationRatioTheinformationratio(IR)measurestherisk-adjustedreturnsonaportfolioi...

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Information ratio

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It measures the active return of the manager's portfolio divided by the amount of risk that the manager takes relative to the benchmark. The higher the ...

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Information Ratio (IR) Definition

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Information Ratio - Definition

https://corporatefinanceinstit

This ratio aims to show excess returns relative to the benchmark, as well as the consistency in generating the excess returns. The consistency ...

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Information Ratio - What Is It, Explained

https://www.wallstreetmojo.com

The information ratio measures the risk-adjusted performance of a portfolio relative to a benchmark. This ratio is significant because it can help investors ...

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Information Ratio Formula - What Is It

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The formula for information ratio is derived by dividing the excess rate of return of the portfolio over and above the benchmark rate of return by the standard ...

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