Itmeasurestheactivereturnofthemanager'sportfoliodividedbytheamountofriskthatthemanagertakesrelativetothebenchmark.Thehigherthe ...,TodeterminetheannualisedInformationratio,oneneedstomultiplyIRbythesquarerootof252.It'sthecountofdaysinwhichtradingt...
Information Ratio
- beta sharpe ratio
- information coefficient
- Active risk and information ratio
- information ratio 基金
- information ratio formula
- information coefficient
- information ratio vs sharpe ratio
- tracking error
- 資訊比information ratio
- information ratio formula
- information gain ratio
- tracking error中文
- treynor ratio
- excess returns
- information ratio中文
- information ratio vs sharpe ratio
- capm alpha
- information ratio vs sharpe ratio
- share ratio
- beta and sharpe ratio
- information ratio formula
- information ratio
- information ratio formula
- excess returns
- sharpe ratio
2023年7月4日—InformationRatioisameasureofaportfoliomanager'sabilitytogenerateexcessreturnscomparedtoabenchmark.
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