pt.info: Information ratio
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
The information ratio of asset's returns versus benchmark returns, is the
quotient of the annualized excess return and the annualized standard deviation of the excess
return.
Usage
1
Arguments
ar
:a vector of a risk asset return
br
:a vector of benchmark return
n
:number of years
Examples
1
2
3
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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Description Usage Arguments Examples
Description
The information ratio of asset's returns versus benchmark returns, is the quotient of the annualized excess return and the annualized standard deviation of the excess return.
Usage
1 |
Arguments
ar |
:a vector of a risk asset return |
br |
:a vector of benchmark return |
n |
:number of years |
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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