pt.info {YRmisc} | R Documentation |
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.
pt.info(ar,br,n)
ar |
:a vector of a risk asset return |
br |
:a vector of benchmark return |
n |
:number of years |
brtn <- runif(100, -1, 1)
artn <- runif(100, 0, 1)
pt.info(artn,brtn,100)