IShares MSCI Information Ratio
| EUFN ETF | | | USD 38.36 -0.12 -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 IShares MSCI's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The Information Ratio of 0.0227 for IShares MSCI indicates positive but modest excess return per unit of tracking risk. IShares MSCI has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0227 | |
Information Ratio Peers Comparison
The peer group averages 0.04 for Information Ratio, with IShares MSCI at 0.0227 falling below that level. Readings span -0.1315 (iShares Core 1 5) to 0.1262 (BNY Mellon Large). IShares MSCI'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 MSCI 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.
IShares MSCI shows nearly
299.40 of Maximum Drawdown per unit of Information Ratio (
0.02 versus
6.80 ). This indicates Maximum Drawdown substantially exceeds Information Ratio for IShares MSCI.
Methodology, Assumptions & Data Sources
IShares MSCI's Information Ratio currently stands at 0.0227. Information Ratio for IShares MSCI is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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