Information Ratio (IR) - Definition & Formula

The information ratio measures and compares the active return of an investment compared to a benchmark index relative to the volatility of the active ...

Information ration is a metric for measuring how a portfolio or financial asset fares in regards to a benchmark. Know its calculation, uses.

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

The information ratio measures the risk-adjusted returns of a financial asset or portfolio relative to a certain benchmark.

Information Ratio quantifies the excess portfolio returns over the returns on a benchmark, relative to the volatility of the returns.

2023年7月4日 — Information Ratio is a measure of a portfolio manager's ability to generate excess returns compared to a benchmark.

由 TH Goodwin 著作 · 1998 · 被引用 482 次 — The information ratio is a measure that seeks to summarize in a single number the mean-variance properties of an active portfolio. It builds on the.

由 P Bertrand 著作 · 2010 · 被引用 7 次 — In this paper, we extend his work to the information ratio (IR), the ratio of the excess return of a portfolio over his benchmark to its tracking-error ...

資訊比率(Information Ratio). 資訊比率(Information Ratio)： 衡量調整風險後的基金長期績效，主要用來評估基金相較於同類型基金的表現及其穩定性，是標準普爾與理柏等 ...

2022年1月30日 — 資訊比率(英文: Information Ratio , IR)，它是用來衡量或比較一項投資(基金/股票/投資組合)，相對於基準指數的超額報酬，以及超額報酬的波動性(也被稱為 ...