Home >  Term: information ratio
information ratio

The ratio of annualized expected residual return to residual risk. A central measurement for active management, value added is proportional to the square of the information ratio.

0 0

Penulis

  • Jessehe
  •  (V.I.P) 32013 poin
  • 40.13% positive feedback
© 2024 CSOFT International, Ltd.