v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Portfolio 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

post/portfolios/analysis/mean-variance/information-ratio

Request body

benchmarkReturnsnumber[] 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

v2

Information Ratio

Request body

Response