Nuveen Sustainable Information Ratio
| NSCR ETF | | | 30.46 0.00 0.00% |
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 Nuveen Sustainable's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.1356, Nuveen Sustainable's Information Ratio indicates positive but modest excess return per unit of tracking risk. Nuveen Sustainable has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1356 | |
Information Ratio Peers Comparison
Relative to peers, Nuveen Sustainable's Information Ratio is above the group average of 0.11. Peer readings range from -0.0588 (ProShares On Demand ETF) to 0.3847 (PGIM Nasdaq 100 Buffer), reflecting wide dispersion across the sector. Nuveen Sustainable'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 Nuveen Sustainable 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.
Nuveen Sustainable's Information Ratio reads
0.14 while Maximum Drawdown reads
13.32 , a
98.22 ratio between the two. This indicates Maximum Drawdown substantially exceeds Information Ratio for Nuveen Sustainable.
Methodology, Assumptions & Data Sources
The current Information Ratio for Nuveen Sustainable is 0.1356. The Information Ratio for Nuveen Sustainable applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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