Vy Goldman Information Ratio
| VGSBX Fund | | | USD 9.50 0.02 0.21% |
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 Vy Goldman's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At
-0.05, Vy Goldman's Information Ratio indicates slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Vy Goldman has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.05 | |
Information Ratio Peers Comparison
Vy Goldman falls below the 0.08 peer average for Information Ratio. Upright Assets Allocation leads at 0.1742 while T Rowe Price registers the lowest at 0.0274. Vy Goldman'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 Vy Goldman 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 Vy Goldman to PeersMethodology, Assumptions & Data Sources
The current Information Ratio for Vy Goldman is -0.05. Information Ratio for Vy Goldman is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Vy Goldman operates in the nontraditional bond sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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