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a guest Feb 23rd, 2019 55 Never
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  1. diff = portfolio daily returns - benchmark daily returns
  2. trkError = np.std(diff)
  3. infRatio = np.mean(diff) / trkError
  4.      
  5. diff = portfolio daily returns - benchmark daily returns
  6. retLngth = 252.0
  7. anlDiff = ((np.mean(diff)+1)**retLngth)
  8. trkError = np.std(diff)*np.sqrt(retLngth)
  9. infRatio = anlDiff / trkError
  10.      
  11. diff = portfolio daily returns - benchmark daily returns
  12. retLngth = 252.0
  13. trkError = np.std(diff)*np.sqrt(retLngth)
  14. infRatio = (annualized daily portfolio returns - annualized daily index returns) / trkError
  15.      
  16. diff = portfolio daily returns - benchmark daily returns
  17. retLngth = 252.0
  18. trkError = np.std(diff)*np.sqrt(retLngth)
  19. infRatio = (portfolio toal ROI-index total ROI) / trkError
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