Itmeasurestheactivereturnofthemanager'sportfoliodividedbytheamountofriskthatthemanagertakesrelativetothebenchmark.Thehigherthe ...,TodeterminetheannualisedInformationratio,oneneedstomultiplyIRbythesquarerootof252.It'sthecountofdaysinwhichtradingt...
Information Ratio
- information ratio formula
- treynor ratio
- information ratio
- information coefficient
- information gain ratio
- information ratio vs sharpe ratio
- 資訊比率 information ratio公式
- tracking error
- tracking error
- information ratio vs sharpe ratio
- information ratio中文
- information ratio 基金
- information ratio中文
- treynor ratio
- information ratio formula
- tracking error
- information ratio中文
- information ratio中文
- tracking error中文
- information coefficient
- benchmark portfolio中文
- information ratio formula
- information ratio vs sharpe ratio
- beta sharpe ratio
- information ratio formula
InformationRatioquantifiestheexcessportfolioreturnsoverthereturnsonabenchmark,relativetothevolatilityofthereturns.
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