Just as importantly, it allows long - only investors to achieve a greater exposure to the high information ratio opportunities provided by quality and value. (greenbackd.com)
Just as importantly, it allows long - only investors to achieve a greater exposure to the high information ratio opportunities provided by quality and value. (greenbackd.com)
The long side outperformed the market by 35 basis points per month, with a tracking error volatility of only 5.7 percent, for a realized information ratio of 0.75. (greenbackd.com)