Information ratio - Wikipedia
https://en.wikipedia.org/wiki/Information_ratio
OverviewUse in financeAnnualized Information ratioCriticismsSee alsoFurther readingThe information ratio measures and compares the active return of an investment (e.g., a security or portfolio) compared to a benchmark index relative to the volatility of the active return (also known as active risk or benchmark tracking risk). It is defined as the active return (the difference between the returns of the investment and the returns of the benchmark) divided by the tracking error (the standard deviation of the active return, i.e., the additional risk). It represents the additional amou…
DA: 67 PA: 85 MOZ Rank: 84 Up or Down: Up