Cohen Steers Information Ratio
| FOF Fund | | | USD 14.18 0.24 1.72% |
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 Cohen Steers's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Cohen Steers has a Information Ratio of 0.016, indicating positive but modest excess return per unit of tracking risk. Cohen Steers has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.016 | |
Information Ratio Peers Comparison
Cohen Steers falls below the 0.09 peer average for Information Ratio. Taiwan Closed leads at 0.3534 while Morgan Stanley Emerging registers the lowest at -0.0629. Cohen Steers'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 Cohen Steers 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.
Cohen Steers records a Information Ratio of
0.02 and a Maximum Drawdown of
5.58 , yielding roughly
348.66 units of Maximum Drawdown per Information Ratio. This indicates Maximum Drawdown substantially exceeds Information Ratio for Cohen Steers.
Methodology, Assumptions & Data Sources
The current Information Ratio for Cohen Steers is 0.016. Information Ratio for Cohen Steers is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. 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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