Innovator SAMPP Information Ratio
| POCT ETF | | | USD 45.52 0.17 0.37% |
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 Innovator SAMPP's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.0827, Innovator SAMPP's Information Ratio indicates positive but modest excess return per unit of tracking risk. Innovator SAMPP has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0827 | |
Information Ratio Peers Comparison
Relative to peers, Innovator SAMPP's Information Ratio is below the group average of 0.11. Peer readings range from 0.0507 (Innovator SAMPP 500) to 0.2772 (Innovator SAMPP 500), reflecting wide dispersion across the sector. Innovator SAMPP'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 Innovator SAMPP 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.
Comparing Information Ratio (
0.08 ) to Maximum Drawdown (
2.26 ) for Innovator SAMPP yields a
27.34 multiple. This indicates Maximum Drawdown substantially exceeds Information Ratio for Innovator SAMPP.
Methodology, Assumptions & Data Sources
Innovator SAMPP has a current Information Ratio reading of 0.0827. Innovator SAMPP'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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