KraneShares MSCI Information Ratio
| KEMX ETF | | | USD 49.49 1.61 3.36% |
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 KraneShares MSCI's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
KraneShares MSCI has a Information Ratio of 0.1391, indicating positive but modest excess return per unit of tracking risk. KraneShares MSCI has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1391 | |
Information Ratio Peers Comparison
KraneShares MSCI falls above the 0.05 peer average for Information Ratio. Matthews International Funds leads at 0.2001 while KraneShares Hang Seng registers the lowest at -0.0539. KraneShares MSCI'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 KraneShares 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.
KraneShares MSCI's Maximum Drawdown of
8.31 runs about
59.75 times its Information Ratio of
0.14 . This indicates Maximum Drawdown substantially exceeds Information Ratio for KraneShares MSCI.
Methodology, Assumptions & Data Sources
KraneShares MSCI's Information Ratio currently stands at 0.1391. The Information Ratio for KraneShares MSCI is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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