ALPS Disruptive Information Ratio
| DTEC ETF | | | USD 47.34 0.24 0.51% |
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 ALPS Disruptive's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.0519 places ALPS Disruptive at positive but modest excess return per unit of tracking risk. ALPS Disruptive has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0519 | |
Information Ratio Peers Comparison
Among sector peers, ALPS Disruptive's Information Ratio of 0.0519 is below the 0.12 group average. The range runs from -0.0676 (VanEck Environmental Services) to 0.3136 (Pacer Swan SOS). ALPS Disruptive'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 ALPS Disruptive 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.
With Information Ratio at
0.05 and Maximum Drawdown at
6.08 , ALPS Disruptive shows a
117.19 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Information Ratio for ALPS Disruptive.
Methodology, Assumptions & Data Sources
ALPS Disruptive's Information Ratio currently stands at 0.0519. The Information Ratio for ALPS Disruptive is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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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