information ratio
noun[C]
ukusFINANCE
ameasureof therateofprofitfrom aninvestmentcomparedto astandard:
Inpractice, theinformationratioiswidelyused as ameasureforcomparingandrankingfundmanagersacrosstheirsectors.
Examplesofinformation ratio
information ratio
The higher theinformationratio, the higher the active return of the portfolio, given the amount of risk taken, and the better the manager.
From
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Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.Theinformationratiois often used to gauge the skill of managers of mutual funds, hedge funds, etc.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.Outside of this field,informationratiois simply mean over the standard deviation of a series of measurements.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.Theinformationratiois often annualized.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.Theinformationratiois one such measure.
From theCambridge English Corpus
There are both ex ante expected and ex post observed information ratios.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.Top-quartile investment managers typically achieve annualized information ratios of about one-half.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.A complication with information ratios is that, when the excess return is negative, lower volatility funds record a worse measure than higher volatility funds.
From theCambridge English Corpus
Information ratios (measured relative to the risk-free yield on treasury notes) in for-profit funds are 20 to 30 percentage points lower than those recorded in the notfor-profit sector.
From theCambridge English Corpus
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