Information ratio (IR)

The generation of additional earnings (overperformance, alpha) is divided by the tracking error. The information ratio therefore describes the quality of the overperformance compared to the reference standards. The higher the measure, the better the quality of the fund management.

Term-Nr.: 453

German: Information Ratio (IR) (428)

Source: SFO D15 2010 m. e. E., 24.04.2010