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2021年8月1日 — Active risk is a risk that a portfolio manager creates in an attempt to outperform benchmark returns against which it is compared.

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 ...

Active risk is a type of risk that a fund or managed portfolio creates as it attempts to beat the returns of the benchmark against which it is compared.

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 ...