FormulaandCalculationoftheInformationRatio(IR)...TocalculateIR,subtractthetotaloftheportfolioreturnforagivenperiodfromthetotalreturnof ...,信息比率(InformationRatio)...数),每主动承担一单位风险,所能带来的超额收益。...信息比率越大,说明该策略...
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12.Informationratio:以基金的報酬率減去同類型基金平均報酬率,再除以相減後差額之標準差。(債券型基金不列Informationratio)。本評比將Informationratio分為 ...
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