Information ratio,IR

Formula or Equation

information ratio,IR formula,equation,calculator
IRinformation ratio,IR
Rpreturn of portfolio,Rp,portfolio return,PR
Rbbenchmark return,Rb,return of benchmark or index
ωstandard deviation of the active return,SDOTA,standard deviation of the difference between returns of the portfolio and the returns of the benchmark or index

Calculator(how to use calculator?)

information ratio,IR formula,equation,calculator
Return of portfolio (Rp)
Benchmark return (Rb)
Standard deviation of the active return (ω)
Information ratio (IR)


  1. Wikipedia article: Information ratio.

Comment or add more code

If you cannot find the formula or calculator you want, please tell us what you want and we will add it for you ASAP. If you want anything else or find any error on this page, please just let us know. If you know the formula in other languages, you are welcome to add it. Thanks for contributing to!
Please help us do better by providing your opinions(<= 500 characters):
Language:(<= 500 characters)