IShares Short Information Ratio
| CALI ETF | | | USD 50.41 0.02 0.04% |
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 IShares Short's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
IShares Short registers a Information Ratio of
-0.21, reflecting slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates IShares Short has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.21 | |
Information Ratio Peers Comparison
IShares Short's Information Ratio of -0.2095 falls below the 0.07 peer average. Values range from -0.0647 (Procter Gamble) to 0.1932 (Invesco DB Agriculture), with wide dispersion across the group. IShares Short's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for IShares Short 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.
Compare IShares Short to PeersMethodology, Assumptions & Data Sources
IShares Short has a current Information Ratio reading of -0.21. IShares Short'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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