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information ratio

Paul Dawson AF4 - Investment Planning Mas English

information ratio

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information ratio

  1. Used to assess risk-adjusted performance of active portfolio managers

  2. Gauges the skill of fund managers and shows the consistency with which a manager beats a benchmark index

  3. relative return

    • difference between return on actively managed portfolio and return of benchmark
  4. risk relative to benchmark

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Mas AF4 - Investment Planning (Measuring and comparing the performance of two funds) Mind Map on information ratio, created by Paul Dawson on 06/09/2013.
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Paul Dawson
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