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

Information services

Information services

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


Informational efficiency

Informational efficiency

The speed and accuracy with which prices reflect new 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.


Information architecture

Information architecture

The flow of pages and data on a website. The intentional design, structure and organization of a website so as to provide information efficiently.


Informational efficiency

Informational efficiency

The degree to which market prices correctly and quickly reflect information and thus the true value of an underlying asset.


Further Suggestions

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


 
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