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)
Precision

References

  1. Wikipedia article: Information ratio.

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