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

Incomplete information

Incomplete information

See complete information.


Technical Information

Technical Information

Information related to the momentum of a particular variable. In market analysis, technical information is information related to market dynamics and crowd behavior only.


Information services

Information services

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


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.


Asymmetric information

Asymmetric information

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


Further Suggestions

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


 
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