Description Usage Arguments Details Value Examples
View source: R/information_ratio.R
Calculates the information ratio of the portfolio
1 | ratio.information(R1, R2)
|
R1 |
Returns of the portfolio |
R2 |
Returns of the benchmark portfolio |
The information ratio (IR) is a measurement of portfolio returns beyond the returns of a benchmark, usually an index, compared to the volatility of those returns.
Calculates the information ratio of the portfolio
1 | ratio.information(funds$ret1, funds$rfr)
|
[1] 0.9702905
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