information_ratio: Calculate a strategy's information ratio

Description Usage Arguments Value

Description

The information ratio is used to measure risk-adjusted return relative to a benchmark.

Usage

1
information_ratio(strategy_object, benchmark_returns)

Arguments

strategy_object

a strategy object

benchmark_returns

the benchmark returns, either numeric or a vector with the same periodicity as the strategy object's ledger.

Value

a tibble containing the strategy's information ratio


jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.