Exchange Listed Information Ratio
| BCUS ETF | | | 35.16 -0.08 -0.23% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Exchange Listed's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Exchange Listed registers a Information Ratio of 0.091, reflecting positive but modest excess return per unit of tracking risk. Exchange Listed has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.091 | |
Information Ratio Peers Comparison
Exchange Listed's Information Ratio of 0.091 falls above the 0.08 peer average. Values range from -0.0089 (Inspire Tactical Balanced) to 0.1254 (Inspire Faithward Mid), with wide dispersion across the group. Exchange Listed's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Exchange Listed and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Information Ratio (
0.09 ) to Maximum Drawdown (
6.18 ) for Exchange Listed yields a
67.96 multiple. This indicates Maximum Drawdown substantially exceeds Information Ratio for Exchange Listed.
Methodology, Assumptions & Data Sources
Exchange Listed's Information Ratio currently stands at 0.091. Information Ratio for Exchange Listed is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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