information_ratio¶
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qf_lib.common.utils.ratios.information_ratio.
information_ratio
(portfolio: qf_lib.containers.series.qf_series.QFSeries, benchmark: qf_lib.containers.series.qf_series.QFSeries) → float[source]¶ The function calculates information ratio based on monthly returns. Return of higher frequency will be aggregated into monthly.