| • सूचनानुपात | |
| information: आरोप खबर ख़बर | |
| ratio: निस्वत परिमाण भाग | |
information ratio मीनिंग इन हिंदी
information ratio उदाहरण वाक्य
उदाहरण वाक्य
अधिक: आगे- There are both ex ante expected and ex post observed information ratios.
- Top-quartile investment managers typically achieve annualized information ratios of about one-half.
- A better measure of the alpha produced by the manager is the Geometric Information Ratio.
- The information ratio is often annualized.
- One of the main criticisms of the Information Ratio is that it considers arithmetic returns and ignores leverage.
- This can lead to the Information Ratio calculated for a manager being negative when the manager produces alpha to the benchmark and vice versa.
- The information ratio is a more general form of the Sharpe ratio in which the risk-free asset is replaced by a benchmark portfolio.
- The higher the information ratio, the higher the active return of the portfolio, given the amount of risk taken, and the better the manager.
- Generally, the information ratio compares the returns of the manager's portfolio with those of a benchmark such as the yield on three-month Treasury bills or an equity index such as the S & P 500.
- The goal of the V2 Ratio is to improve on existing and popular measures of risk-adjusted return, such as the Sharpe ratio, Information ratio or Sterling ratio by taking into account the psychological impact of investment performances.
