Barrons 400 Information Ratio
| BFOR ETF | | | USD 89.61 0.28 0.31% |
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 Barrons 400's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.0746, Barrons 400 exhibits positive but modest excess return per unit of tracking risk in Information Ratio. Barrons 400 has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0746 | |
Information Ratio Peers Comparison
The peer group averages 0.06 for Information Ratio, with Barrons 400 at 0.0746 falling above that level. Readings span -0.0222 (iShares MSCI Denmark) to 0.1792 (SPDR SAMPP Oil). Barrons 400'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 Barrons 400 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.
Barrons 400's Information Ratio reads
0.07 while Maximum Drawdown reads
4.66 , a
62.51 ratio between the two. This indicates Maximum Drawdown substantially exceeds Information Ratio for Barrons 400.
Methodology, Assumptions & Data Sources
The current Information Ratio for Barrons 400 is 0.0746. The Information Ratio for Barrons 400 applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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