ratio.information: Information Ratio

Description Usage Arguments Details Value Examples

View source: R/information_ratio.R

Description

Calculates the information ratio of the portfolio

Usage

1

Arguments

R1

Returns of the portfolio

R2

Returns of the benchmark portfolio

Details

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.

Value

Calculates the information ratio of the portfolio

Examples

1

Example output

[1] 0.9702905

rportfolio documentation built on July 1, 2020, 10:35 p.m.