Catalog / Investment / Information Ratio Calculator
Investment · Tool

Information Ratio Calculator

Quantify an active manager's excess return per unit of tracking error to evaluate whether the alpha generated justifies active risk.

Excess return (%)
%
Tracking error (%)
%
Excess return0.00%
Tracking error0.00%
Information ratio
0.000
Enter inputs to calculate
Benchmarks
> 0.75Excellent
0.50 – 0.75Good
0.25 – 0.50Reasonable
< 0.25Poor
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