Werewolf Therapeutics Information Ratio
| HOWL Stock | | | USD 0.68 0.06 9.68% |
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 Werewolf Therapeutics's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Werewolf Therapeutics's Information Ratio of 0.0461 reflects positive but modest excess return per unit of tracking risk. Werewolf Therapeutics has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0461 | |
Information Ratio Peers Comparison
Werewolf Therapeutics falls above the 0.04 peer average for Information Ratio. Cue Biopharma leads at 0.1737 while IO Biotech registers the lowest at -0.138. Werewolf Therapeutics'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 Werewolf Therapeutics 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.
The Maximum Drawdown-to-Information Ratio ratio for Werewolf Therapeutics sits near
579.53 , with Information Ratio at
0.05 and Maximum Drawdown at
26.72 . This indicates Maximum Drawdown substantially exceeds Information Ratio for Werewolf Therapeutics.
Methodology, Assumptions & Data Sources
The current Information Ratio for Werewolf Therapeutics is 0.0461. Information Ratio for Werewolf Therapeutics 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. Werewolf Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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