---
title: "Information Ratio"
method: POST
path: "/portfolios/analysis/mean-variance/information-ratio"
tags: ["Portfolio Analysis / Mean-Variance"]
---

# Information Ratio

`POST /portfolios/analysis/mean-variance/information-ratio`

Compute the Information Ratio of a portfolio.

References
* [Sharpe, W. (1994) The Sharpe Ratio. Journal of Portfolio Management, 21, 49-58](https://www.pm-research.com/content/iijpormgmt/21/1/49)

## Request body

- object
  - `benchmarkReturns` number[], required — benchmarkReturns[t] is the arithmetic return of the benchmark at the time t; the benchmarkReturns array must have the same length as all the portfolioReturns arrays or the same length minus 1 as all the portfolioValues arrays
  - `portfolios` object[], required
    - `portfolioReturns` number[] — portfolioReturns[t] is the arithmetic return of the portfolio at the time t; exclusive with portfolioValues
    - `portfolioValues` number[] — portfolioValues[t] is the value of the portfolio at the time t; exclusive with portfolioReturns

## Response `200`

OK

- object
  - `portfolios` object[], required
    - `portfolioInformationRatio` number, required — The Information Ratio of the portfolio

---

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