Crescent Capital Information Ratio
| CCAP Stock | | | USD 13.55 -0.05 -0.37% |
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 Crescent Capital's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Crescent Capital has a Information Ratio of
-0.0047, indicating slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Crescent Capital has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.0047 | |
Information Ratio Peers Comparison
Crescent Capital falls above the -0.03 peer average for Information Ratio. Gladstone Investment leads at 0.2338 while Barings Corporate Investors registers the lowest at -0.1934. Crescent Capital'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 Crescent Capital 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 Crescent Capital to PeersMethodology, Assumptions & Data Sources
The current Information Ratio for Crescent Capital is -0.0047. The Information Ratio for Crescent Capital is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Crescent Capital operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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