1. In investing terminology, the ratio of expected return to risk, as measured by standard deviation. Usually, this statistical technique is used to measure a manager's performance against a benchmark.
2. More generally, the ratio of any variable against a standard deviation.
Related information about information ratio:
- Information ratio - Wikipedia, the free encyclopedia
The Information ratio is a measure of the risk-adjusted return of a financial security (or asset or portfolio). It is also known as Appraisal ratio and is defined as ...
- Information Ratio (IR) Definition | Investopedia
A ratio of portfolio returns above the returns of a benchmark (usually an index) to the volatility of those returns. The information ratio (IR) measures a portfolio ...
- Clarifying the Information Ratio and Sharpe Ratio - Seeking Alpha
Feb 10, 2008 ... The Information Ratio, on the other hand, is the ratio of the alpha component of total returns to the standard deviation of these excess alpha ...
- The Sharpe Ratio and the Information Ratio
The Sharpe ratio and the information ratio are routinely used in performance assessment; they are among the original risk-adjusted performance measures.
- Interpreting the Information Ratio - Jason Hsu
Nov 10, 2009 ... The Information Ratio is a widely used and powerful tool for ... The Information Ratio was established to address the shortcomings of the ...
- An In-Depth Look at the Information Ratio - Worcester Polytechnic ...
The information ratio is a very controversial topic in the business world. ... the negative impacts on the information ratio, comparing this ratio to other statistical ...
- The Information Ratio
The Information Ratio is a risk-reward benchmark that is often used to quantify the performance of an investment (and specifically the effectivess of a fund ...
- Information Ratio Definition from Financial Times Lexicon
Measuring the historical performance of investment managers, such as mutual fund and hedge fund managers, has always been a challenge. The lack of ...