AG Mortgage Information Ratio
| MITT Stock | | | USD 7.89 -0.03 -0.38% |
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 AG Mortgage's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of
-0.03 places AG Mortgage at slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates AG Mortgage has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.03 | |
Information Ratio Peers Comparison
Among sector peers, AG Mortgage's Information Ratio of -0.0327 is below the 0.01 group average. The range runs from -0.2745 (Wheeler Real Estate) to 0.2808 (Acres Commercial Realty). AG Mortgage'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 AG Mortgage 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 AG Mortgage to PeersMethodology, Assumptions & Data Sources
The current Information Ratio for AG Mortgage is -0.03. AG Mortgage'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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