Finance

Information Ratio Calculator

Risk-adjusted active return.

Parameters Live Compute
Calculated Output
Information ratio 3
Step-by-Step Breakdown
1. Values used:
2. Active return = 3 %
3. Tracking error = 4 %
4. Information ratio = 3
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Frequently Asked Questions

Good IR?

Above 0.5 is good; above 1.0 is excellent.

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