Inicio > Term: Information ratio
Information ratio
The ratio of annualised expected residual return to residual risk. A central measurement for active management, value added is proportional to the square of the information ratio.
- Parte del discurso: noun
- Industria/ámbito: Servicios financieros
- Categoría: Finanza general
- Company: Bloomberg
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- Harry8L
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(London, United Kingdom)