Activeriskandinformationratio

The information ratio is a key criterion on which to evaluate actively managed portfolios. The optimal amount of active risk that maximizes the Sharpe ratio but ...

2021年8月1日 — Although compared funds may be different, the information risk (IR) formula standardizes the returns by dividing the difference in their ...

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 ...

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

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

由 E Qian 著作 · 2004 · 被引用 71 次 — Information ratio (IR), the ratio of average excess return to active risk, is an important performance measure for active investment management. One result ...