Information Ratio


 

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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.



Information Ratio

Similar Matches

Asymmetric information

Asymmetric information

Information that is known to some people but not to other people.


Incomplete information

Incomplete information

See complete information.


Statement of Additional Information (SAI)

Statement of Additional Information (SAI)

A document provided as a supplement to a mutual fund prospectus. It provides more detailed information about fund policies, operations, and risks. Also known as a Part B prospectus.


Complete information

Complete information

The assumption that economic agents (buyers and sellers, consumers and firms) know everything that they need to know in order to make optimal decisions. Types of incomplete information are uncertainty and asymmetric information.


Information services

Information services

Organizations that furnish investment and other types of information, such as information that helps a firm monitor its cash position.


Further Suggestions

Information costs
For your information (FYI)
Information content effect
Informational efficiency
Intermarket Surveillance Information System (ISIS)
Nonpublic information
Information Agent
Technical Information
Expected value of perfect information
price sensitive information
Information Coefficient (IC)
London Market Information Link
Informational efficiency
Asymmetric information
insider information
Limit order information system
Insider information
Information asymmetry
Fundamental Information
Information architecture


 
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