题目
You are evaluating the historical performance of four equity funds benchmarked to the BSE SENSEX Index, as shown in the table below:「huixue_img/importSubject/1564170579551064064.png」Which fund has the highest information ratio?
选项
A.Fund A
B.Fund B
C.Fund C
D.Fund D
答案
B
解析
IR = Average Excess Return / Tracking ErrorFund B has the highest information ratio IR = Average Excess Return / Tracking Error Fund B 的Information ratio最高