SGI Dynamic Information Ratio
| DYTA ETF | | | 30.92 0.31 1.01% |
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 SGI Dynamic's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
SGI Dynamic carries a Information Ratio of 0.0867, consistent with positive but modest excess return per unit of tracking risk. SGI Dynamic has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0867 | |
Information Ratio Peers Comparison
SGI Dynamic's Information Ratio of 0.0867 falls above the 0.03 peer average. Values range from -0.141 (ProShares Ultra Health) to 0.1311 (Astoria Real Asset), with wide dispersion across the group. SGI Dynamic'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 SGI Dynamic 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.
SGI Dynamic's Maximum Drawdown of
5.28 runs about
60.92 times its Information Ratio of
0.09 . This indicates Maximum Drawdown substantially exceeds Information Ratio for SGI Dynamic.
Methodology, Assumptions & Data Sources
The current Information Ratio for SGI Dynamic is 0.0867. The Information Ratio for SGI Dynamic 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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