Schweizerische Nationalbank Information Ratio
| SWZNF Pink Sheet | | | USD 4,400 160.18 3.78% |
Current and historical Information Ratio readings for Schweizerische Nationalbank are documented here alongside peer-relative positioning. Signal relevance varies with the instrument's liquidity and prevailing market conditions.
Schweizerische Nationalbank Volatility combined with
Schweizerische Nationalbank Price History deepens the analysis for Schweizerische Nationalbank.
Current Information Ratio Value
Schweizerische Nationalbank carries a Information Ratio of
-0.10, consistent with slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Schweizerische Nationalbank has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.10 | |
Information Ratio Peers Comparison
Among sector peers, Schweizerische Nationalbank's Information Ratio of -0.1047 is below the 0.06 group average. The range runs from -0.1204 (Bank of the) to 0.1997 (West Coast Community). Schweizerische Nationalbank'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 Schweizerische Nationalbank 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 Schweizerische Nationalbank to PeersMethodology, Assumptions & Data Sources
Schweizerische Nationalbank has a current Information Ratio reading of -0.10. The Information Ratio for Schweizerische Nationalbank applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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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