Apple Information Ratio 
AAPL  USA Stock  USD 210.35 9.62 4.79% 
Symbol 
 =  0.101 
ER[a]  =  Expected return on investing in Apple 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on Apple 
Information Ratio Comparison
Apple is rated second in information ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 80.30 of Maximum Drawdown per Information Ratio. The ratio of Maximum Drawdown to Information Ratio for Apple is roughly 80.30
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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Risk Adjusted Performance  0.0846  
Market Risk Adjusted Performance  0.2443  
Mean Deviation  1.21  
Semi Deviation  1.8  
Downside Deviation  1.98  
Coefficient Of Variation  1146.37  
Standard Deviation  1.77  
Variance  3.14  
Information Ratio  0.101  
Jensen Alpha  0.1658  
Total Risk Alpha  0.2113  
Sortino Ratio  0.0903  
Treynor Ratio  0.2343  
Maximum Drawdown  8.11  
Value At Risk  (2.06)  
Potential Upside  2.21  
Downside Variance  3.93  
Semi Variance  3.23  
Expected Short fall  (1.42)  
Skewness  (1.07)  
Kurtosis  4.16 
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