Talk:Information ratio/Archives/2012

Comment
The formular seems wrong, compare for example with http://www.investopedia.com/terms/i/informationratio.asp — Preceding unsigned comment added by 195.249.127.231 (talk) 09:53, 29 June 2011 (UTC)

Calculating
How do you calculate this or input this into an HP 17bII+ calculator? —Preceding unsigned comment added by 199.43.32.81 (talk • contribs) 15:21, 20 March 2008 (UTC)

Excess return
According to Grinold and Kahn, Excess return is calculated as E(rp-beta*rb) (residual risk) so shouldn't this be changed? --X-005 (talk) 20:57, 6 December 2009 (UTC)

More information about computing the expectation
It would be interesting to know more detail about how these numbers are computed. For example, what period length are returns calculated for? How much historical data is used? —Preceding unsigned comment added by Insanik (talk • contribs) 19:42, 15 January 2010 (UTC)