AdvisorShares Hotel Information Ratio
| BEDZ ETF | | | USD 34.16 0.60 1.79% |
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 AdvisorShares Hotel's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
With Information Ratio at 0.0232, AdvisorShares Hotel shows positive but modest excess return per unit of tracking risk. AdvisorShares Hotel has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0232 | |
Information Ratio Peers Comparison
Among sector peers, AdvisorShares Hotel's Information Ratio of 0.0232 is above the 0.01 group average. The range runs from -0.1491 (KraneShares Trust) to 0.1894 (Matthews China Discovery). AdvisorShares Hotel'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 AdvisorShares Hotel 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.
AdvisorShares Hotel's Maximum Drawdown of
6.53 runs about
281.34 times its Information Ratio of
0.02 . This indicates Maximum Drawdown substantially exceeds Information Ratio for AdvisorShares Hotel.
Methodology, Assumptions & Data Sources
AdvisorShares Hotel has a current Information Ratio reading of 0.0232. AdvisorShares Hotel's Information Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators