信息比率,资讯比率

公式或方程式(Formula or Equation)

信息比率,资讯比率 formula,equation,calculator
information ratio,IR信息比率,资讯比率
Rp投资组合收益
Rb基准收益,基准回报
ω投资组合收益与基准收益之间的偏差

计算器(Calculator)(how to use calculator?)

信息比率,资讯比率 formula,equation,calculator
投资组合收益 (Rp)
基准收益 (Rb)
投资组合收益与基准收益之间的偏差 (ω)
信息比率 (IR)
Precision

参考文献(References)

  1. Wikipedia article: Information ratio.

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