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Itmeasurestheactivereturnofthemanager'sportfoliodividedbytheamountofriskthatthemanagertakesrelativetothebenchmark.Thehigherthe ...,TodeterminetheannualisedInformationratio,oneneedstomultiplyIRbythesquarerootof252.It'sthecountofdaysinwhichtradingt...
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Theinformationratio(IR)measuresportfolioreturnsandindicatesaportfoliomanager'sabilitytogenerateexcessreturnsrelativetoagivenbenchmark.
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