What are the Tracking Error, Information Ratio, and Beta of the DowJones/Select and the S&P500/Select portfolios?
Beacon Street Capital actively manages its portfolios. As such we assume risk, and potentially add value, by generating excess returns over the benchmark Index through stock selection and related buy/sell indicators. The “value added” produces the Information Ratio, which provides an estimate of the additional return added or subtracted by the manager for each 1 percent of risk added by the manager. The Information Ratio grows in proportion to the manager’s ability; therefore, a high ratio, with 1.00 being excellent, implies a higher degree of manager skill (please see the performance page and click on “statistics” for each product for current Information Ratio and other data).
Related Questions
- When I get to the "Run the Application Client" section of the online tutorial, I get a ClassDefNotFound error when I try to select the HelloClient node in the Explorer window to run the client. How do I fix this?
- What are the Tracking Error, Information Ratio, and Beta of the Large Cap & Mid Cap portfolios?
- What is the Alpha objective of the DowJones/Select and the S&P500/Select portfolios?
