Information Ratio
How large is the outperformance relative to the volatility of the deviation?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 0.9 x
- Period average
- 1.31 x
- Period high
- 3.79 x
- Period low
- 0.44 x
Information Ratio
IR (x) (折れ線)
Valid sample size (observations)
Valid sample size (observations) (棒)
Event detail and data date
IR (x) and Valid sample size (observations) (表)
サンプルデータ行
| Trading day/observation period | IR (x) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 1.02 | 248 | 2025-10-16 |
| 2025-11-03 | 1.27 | 23 | 2025-11-03 |
| 2025-11-17 | 1.86 | 44 | 2025-11-17 |
| 2025-12-03 | 1.2 | 18 | 2025-12-03 |
| 2025-12-19 | 0.56 | 41 | 2025-12-19 |
| 2026-01-02 | 1.22 | 70 | 2026-01-02 |
| 2026-01-20 | 1.41 | 36 | 2026-01-20 |
| 2026-02-05 | 0.89 | 161 | 2026-02-05 |
| 2026-02-23 | 1.03 | 10 | 2026-02-23 |
| 2026-03-09 | 0.44 | 9 | 2026-03-09 |
| 2026-03-25 | 0.96 | 8 | 2026-03-25 |
| 2026-04-10 | 0.97 | 8 | 2026-04-10 |
| 2026-04-24 | 2.77 | 84 | 2026-04-24 |
| 2026-05-12 | 1.1 | 49 | 2026-05-12 |
| 2026-05-28 | 2.77 | 32 | 2026-05-28 |
| 2026-06-11 | 1.01 | 24 | 2026-06-11 |
| 2026-06-29 | 1.91 | 8 | 2026-06-29 |
| 2026-07-15 | 1.88 | 15 | 2026-07-15 |
| 2026-07-31 | 1.62 | 35 | 2026-07-31 |
| 2026-08-14 | 0.88 | 22 | 2026-08-14 |
| 2026-09-01 | 0.89 | 31 | 2026-09-01 |
| 2026-09-17 | 0.8 | 39 | 2026-09-17 |
| 2026-10-01 | 1.25 | 15 | 2026-10-01 |
| 2026-10-16 | 0.9 | 54 | 2026-10-16 |