inforatio
Calculate information ratio for one or more assets
Description
Examples
Input Arguments
Output Arguments
References
[1] Grinold, R. C. and Ronald N. Kahn. Active Portfolio Management. 2nd. Edition. McGraw-Hill, 2000.
[2] Treynor, J. and Fischer Black. "How to Use Security Analysis to Improve Portfolio Selection." Journal of Business. Vol. 46, No. 1, January 1973, pp. 66–86.
Version History
Introduced in R2006b