Information ratio：訊息比率(Information Ratio)

訊息比率(Information Ratio)

訊息比率(InformationRatio).訊息比率為超額報酬(投資組合報酬-基準指數報酬)除以超額收益的標準差。此數值是用來衡量管理該投資組合的經理人處理訊息並以之作決策判斷的 ...。其他文章還包含有：「Informationratio」、「InformationRatio(IR):Definition」、「InformationRatio-Definition」、「InformationRatio」、「InformationRatio:Meaning」、「TheInformationRatio」、「WhatisInformationRatio?Definitionof...」、...

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Information ratio

https://en.wikipedia.org

The information ratio measures and compares the active return of an investment compared to a benchmark index relative to the volatility of the active ...

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Information Ratio (IR): Definition

https://www.investopedia.com

The information ratio (IR) measures portfolio returns and indicates a portfolio manager's ability to generate excess returns relative to a given benchmark.

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Information Ratio - Definition

https://corporatefinanceinstit

The information ratio measures the risk-adjusted returns of a financial asset or portfolio relative to a certain benchmark. This ratio aims to show excess ...

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Information Ratio

https://www.wallstreetprep.com

The Information Ratio quantifies the excess portfolio returns over the returns on a benchmark, relative to the volatility of the returns.

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Information Ratio: Meaning

https://www.5paisa.com

Information Ratio is a measure of a portfolio manager's ability to generate excess returns compared to a benchmark.

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The Information Ratio

https://www.jstor.org

The information ratio is a measure that seeks to summarize in a single number the mean-variance properties of an active portfolio. It builds on the.

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What is Information Ratio? Definition of ...

https://economictimes.indiatim

Definition: Information ratio shows the consistency of the fund manager in generating superior risk adjusted performance. A higher information ratio shows ...

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