IShares JP Information Ratio
| LEMB ETF | | | USD 42.11 0.41 0.98% |
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 IShares JP's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of
-0.04 places IShares JP at slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates IShares JP has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.04 | |
Information Ratio Peers Comparison
Among sector peers, IShares JP's Information Ratio of -0.0413 is below the 0.0 group average. The range runs from -0.0946 (IShares) to 0.0782 (Goldman Sachs Hedge). IShares JP'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 IShares JP 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 IShares JP to PeersMethodology, Assumptions & Data Sources
The current Information Ratio for IShares JP is -0.04. IShares JP'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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