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...
交易策略风险指标——信息比率(Information Ratio)
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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,说明该策略单位跟踪误差所获得的超额收益越高,因此,信息比率较大 ...
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