HUBER CAPITAL Information Ratio
| HUDEX Fund | | | USD 27.29 -0.18 -0.66% |
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 HUBER CAPITAL's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The Information Ratio of 0.0293 for HUBER CAPITAL indicates positive but modest excess return per unit of tracking risk. HUBER CAPITAL has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0293 | |
Information Ratio Peers Comparison
The peer group averages 0.01 for Information Ratio, with HUBER CAPITAL at 0.0293 falling above that level. Readings span -0.1511 (Tax Free Conservative Income) to 0.0641 (Victory Diversified Stock). HUBER CAPITAL'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 Huber Capital 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.
HUBER CAPITAL's Maximum Drawdown of
4.42 runs about
150.98 times its Information Ratio of
0.03 . This indicates Maximum Drawdown substantially exceeds Information Ratio for HUBER CAPITAL.
Methodology, Assumptions & Data Sources
The current Information Ratio for HUBER CAPITAL is 0.0293. Information Ratio for HUBER CAPITAL 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. HUBER CAPITAL operates in the large value 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 fund metric is provided for analytical reference.
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