FS KKR Information Ratio
| FSK Stock | | | USD 10.84 -0.11 -1.00% |
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 FS KKR's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of
-0.07 places FS KKR at slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates FS KKR has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.07 | |
Information Ratio Peers Comparison
Among sector peers, FS KKR's Information Ratio of -0.0677 is below the -0.01 group average. The range runs from -0.0855 (Sixth Street Specialty) to 0.0855 (Trinity Capital). FS KKR'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 FS KKR 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 FS KKR to PeersMethodology, Assumptions & Data Sources
FS KKR's Information Ratio currently stands at -0.07. FS KKR's Information Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. FS KKR 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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