Information ratio：The Information Ratio

The Information Ratio

由THGoodwin著作·1998·被引用474次—Theinformationratioisameasurethatseekstosummarizeinasinglenumberthemean-variancepropertiesofanactiveportfolio.Itbuildsonthe.。其他文章還包含有：「Informationratio」、「InformationRatio(IR):Definition」、「InformationRatio-Definition」、「InformationRatio」、「InformationRatio:Meaning」、「WhatisInformationRatio?Definitionof...」、「訊息比率(InformationRatio)」...

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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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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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