sharperatioinformationratio

2024年4月18日 — The main difference between the Information Ratio and the Sharpe Ratio is that the Information Ratio measures excess returns over a benchmark ...

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 tells an investor what portion of a portfolio's performance is associated with risk taking. It measures a portfolio's added value relative to ...

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. ...

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

The Sharpe ratio, much like the information ratio, attempts to measure the risk-adjusted returns on a portfolio or financial instrument. In spite of the shared ...

2023年7月4日 — Both the Information Ratio (IR) and the Sharpe Ratio are metrics used to assess the risk-adjusted performance of investment portfolios.

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 ...

2021年8月5日 — The information ratio (IR) is the proportion of the active return to the volatility of the active returns, also known as the active risk. It ...