Information ratio

The Information ratio is a measure of the risk-adjusted return of a financial security (or asset or portfolio). It is also known as Appraisal ratio and is defined as expected active return divided by tracking error, where active return is the difference between the return of the security and the return of a selected benchmark index, and tracking error is the standard deviation of the active return; i.e., the information ratio $IR$ is:

单词	Information ratio
释义	Information ratio 英语百科 Information ratio The Information ratio is a measure of the risk-adjusted return of a financial security (or asset or portfolio). It is also known as Appraisal ratio and is defined as expected active return divided by tracking error, where active return is the difference between the return of the security and the return of a selected benchmark index, and tracking error is the standard deviation of the active return; i.e., the information ratio $IR$ is:
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