information ratio

Beschreibung

Mas AF4 - Investment Planning (Measuring and comparing the performance of two funds) Mindmap am information ratio, erstellt von Paul Dawson am 06/09/2013.
Paul Dawson
Mindmap von Paul Dawson, aktualisiert more than 1 year ago
Paul Dawson
Erstellt von Paul Dawson vor etwa 11 Jahre
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Zusammenfassung der Ressource

information ratio
  1. Used to assess risk-adjusted performance of active portfolio managers
    1. Gauges the skill of fund managers and shows the consistency with which a manager beats a benchmark index
      1. relative return
        1. difference between return on actively managed portfolio and return of benchmark
        2. risk relative to benchmark
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