informationratiovssharperatio

2021年8月5日 — The Sharpe ratio is the return earned above the risk-free rate per volatility of the portfolio. It aids the investor in understanding the ...

The Sharpe ratio and the information ratio are routinely used in performance assessment; they are among the original risk-adjusted performance measures.

The information ratio is similar to the Sharpe ratio, the main difference being that the Sharpe ratio uses a risk-free return as benchmark (such as a U.S. ...

2008年2月10日 — The Sharpe Ratio reflects the ratio of all excess returns over the risk free rate to the total risk (or standard deviation) of the return stream ...

The Sharpe ratio is used more to evaluate low-volatility investment portfolios, and the Sortino variation is used more to evaluate high-volatility portfolios.

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

The Sharpe ratio helps investors understand an investment's return compared to its risk while the Treynor ratio explores the excess return generated for each ...

The Sharpe ratio compares the return of an investment with its risk. It's a mathematical expression of the insight that excess returns over a period of time ...

The information ratio and Sharpe ratios measure risk-adjusted returns, but the information ratio focuses on evaluating an investment manager's ability to ...