Information ratio
The information ratio is the more general form of the Sharpe ratio (formula and detailed description). It is used as a risk adjusted measure of the relative performance of a portfolio.
Information Ratio
A statistic that seeks to summarize the mean-variance properties of an active portfolio with a single number.
INFORMATION RATIO (IR)
The Information Ratio is a performance index that is "risk-adjusted ". It is described as the relationship between the Tracking Error (TE) of the fund and its Tracking Error Volatility: ...
INFORMATION RATIO - The ratio of annualized expected residual return to residual risk. A central measur...
INFORMATION SERVICES - Organizations that furnish investment and other types of information, such as in...
Information Ratio
This is a way to see, whether a fund manager, who has taken risks that are greater than the market-risk, has acted upon good 'information'.
Information Ratio
Indicator that measures the stability of excess returns on an asset or group of assets relative to a benchmark. The information ratio divides this outperformance by its tracking error (i.e.
Information Ratio In separate accounts, the information ratio is a measure of the consistency of excess return.
Information Ratio
A statistical ratio of a variable against a standard deviation.
Information Ratio - IR
A ratio of portfolio returns above the returns of a benchmark (usually an index) to the volatility of those returns.
information ratio In investing terminology, the ratio of expected return to risk, as measured... information symmetry Condition in which all relevant information is known to all parties involved. opposite of information asymmetry.
Trades in which an investor believes he or she possesses pertinent information not currently reflected in the stock's price.
Information Ratio ...
 See also: Expense, Banks, Investment objective, Coefficient, Saving
  
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