释义 |
Information Ratio
Information RatioThe 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.Information RatioIn statistics, a measure of expected return to risk as a standard deviation. The information ratio is used in active management to gauge a manager's performance against some benchmark. See also: Manager Universe.AcronymsSeeiridium |