NO.PZ2018091701000014
问题如下:
Based on the following table:
Which Fund has the biggest information ratio?
选项:
A.Fund A
B.Fund B
C.Fund C
解释:
A is correct.
考点:information ratio 的计算,IR=active return/tracking error
解析:
Fund A有最高的IR,1.14.
这个tracking error到底是方差的差异还是收益率的差异?这几个概念有点混淆