Information Ratio (IR) =E(RA)σ(RA)=E(α)σ(α) , 即单位风险的主动管理收益 Information Coefficient (IC) =corr(RA,RA^) ,即实际主动管理收益和预测主动管理收益的相关性 通常会认为 IC 越高代表着投资者预测收益的能力越强, 那么相对的所产生的IR 也会越高. 后续通常也会用 IR=ICσ(IC) 的方...
Sharpe ratiois a performance metric that helps in estimating a mutual fund’s risk-adjusted returns. Risk-adjusted returns are the returns a mutual fund generates over and above the risk-free rate of return. The higher the ratio, the better the investment return in comparison to the risk. A...
Alpha is one of five popular technical investmentrisk ratios. The others are beta,standard deviation,R-squared, and theSharpe ratio. These are all statistical measurements used inmodern portfolio theory (MPT). All of these indicators are intended to help investors determine the risk-return profile ...
SPRX Fees (% of AUM)Category Return LowCategory Return HighRank in Category (%) Expense Ratio0.75%0.08%2.97%50.16% Management Fee0.75%0.00%1.95%55.56% 12b-1 FeeN/A0.00%1.00%4.08% Administrative FeeN/A0.02%0.50%N/A Sales Fees SPRX Fees (% of AUM)Category Return LowCategory Return HighRank...
FCA Fees (% of AUM)Category Return LowCategory Return HighRank in Category (%) Expense Ratio 0.80% 0.09% 11.25% 74.16% Management Fee 0.80% 0.09% 1.50% 41.57% 12b-1 Fee 0.00% 0.00% 1.00% 20.00% Administrative Fee N/A 0.06% 0.25% N/A Sales Fees FCA Fees (% of AUM)Category...
5 Ways to Invest for Passive Income Avoid passive income pitfalls while building real wealth with these five strategies. Ian BezekOct. 11, 2024 Fidelity Mutual Funds to Buy and Hold Long-term investors should consider making these Fidelity mutual funds the core of their portfolio. ...
Mutual funds (Forecasts and trendsPortfolio management (EvaluationBenchmarks (Forecasts and trendsFinancial analysisThe Sharpe, Treynor, Jensen's alpha, and information ratio portfolio performance measures are widely-used in the asset management industry to appraise investment performance due to their ...
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stay ahead of the curve. DBS’s family office capabilities and ESG offerings were also ahead of most of its peers in the market. In terms of net new money growth, DBS experienced huge net new money growth in Hong Kong and Singapore,and tremendous improvement in cost-to-income ratio and ...
Sign In BOXX ETFs Money HomeAlpha Architect 1-3 Month Box ETF OverviewChart About Top Holdings Funds Snapshot Geographic Breakdown 110.12 Price (USD) 0.01 Daily Change 0.01% Change Percent 0.19% Expense Ratio BATS: BOXX | 1:00:00 PM | 12/24/2024 SEE FULL INTERACTIVE CHART About Alpha Ar...