pt.info {YRmisc}

Information ratio

Description

The information ratio of asset's returns versus benchmark returns, is the quotient of the annualized excess return and the annualized standard deviation of the excess return.

Usage

pt.info(ar,br,n)

Arguments

ar

:a vector of a risk asset return

br

:a vector of benchmark return

n

:number of years

Examples

brtn <- runif(100, -1, 1)
artn <- runif(100, 0, 1)
pt.info(artn,brtn,100)