USCF Sustainable Information Ratio
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 USCF Sustainable's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.1858, USCF Sustainable's Information Ratio indicates positive but modest excess return per unit of tracking risk. USCF Sustainable has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1858 | |
Information Ratio Peers Comparison
Relative to peers, USCF Sustainable's Information Ratio is above the group average of 0.07. Peer readings range from -0.0749 (First Trust Nasdaq) to 0.2232 (Matthews China Discovery), reflecting wide dispersion across the sector. USCF 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 USCF 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.
With Information Ratio at
0.19 and Maximum Drawdown at
3.60 , USCF Sustainable shows a
19.40 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Information Ratio for USCF Sustainable.
Methodology, Assumptions & Data Sources
USCF Sustainable's Information Ratio currently stands at 0.1858. USCF Sustainable'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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators