Itmeasurestheactivereturnofthemanager'sportfoliodividedbytheamountofriskthatthemanagertakesrelativetothebenchmark.Thehigherthe ...,TodeterminetheannualisedInformationratio,oneneedstomultiplyIRbythesquarerootof252.It'sthecountofdaysinwhichtradingt...
Information Ratio
- information ratio formula
- treynor ratio
- information ratio vs sharpe ratio
- 資訊比率 information ratio公式
- treynor ratio
- treynor ratio
- information ratio
- information ratio中文
- share ratio
- tracking error
- 資訊比率 information ratio
- 資訊比information ratio
- beta and sharpe ratio
- information ratio
- information ratio formula
- share ratio
- excess returns
- 資訊比率 information ratio
- information ratio中文
- excess return
- information ratio vs sharpe ratio
- tracking error
- beta sharpe ratio
- information ratio中文
- information ratio formula
InformationRatioquantifiestheexcessportfolioreturnsoverthereturnsonabenchmark,relativetothevolatilityofthereturns.
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