SL Green Information Ratio
| SLG Stock | | | USD 42.06 -0.79 -1.84% |
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 SL Green's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.0075, SL Green's Information Ratio indicates positive but modest excess return per unit of tracking risk. SL Green has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0075 | |
Information Ratio Peers Comparison
Relative to peers, SL Green's Information Ratio is above the group average of -0.01. Peer readings range from -0.1338 (Alexandria Real Estate) to 0.0751 (Brandywine Realty Trust), reflecting tight clustering across the sector. SL Green'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 SL Green 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.
SL Green records a Information Ratio of
0.01 and a Maximum Drawdown of
11.41 , yielding roughly
1,521 units of Maximum Drawdown per Information Ratio. This indicates Maximum Drawdown substantially exceeds Information Ratio for SL Green.
Methodology, Assumptions & Data Sources
SL Green has a current Information Ratio reading of 0.0075. SL Green'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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