Information Ratio in Investment Formulas

Information Ratio is a measure of the excess return of an investment relative to a benchmark, adjusted for the volatility of those excess returns. And is denoted by R_Info.

Formulas to find Information Ratio in Investment

fxInformation RatioGo

List of variables in Investment formulas

fx Portfolio Return Go

fx Benchmark Return Go

fx Tracking Error Go

FAQ

What is the Information Ratio?

Information Ratio is a measure of the excess return of an investment relative to a benchmark, adjusted for the volatility of those excess returns.

Can the Information Ratio be negative?

{YesorNo}, the Information Ratio, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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