What is the information ratio for the fund over the period

Reference no: EM132029996

Question: Over the past 6 months, you observe the following monthly returns for an actively managed small cap mutual fund and for the benchmark small cap index:

Time	Fund return (%)	Index return (%)
1	1.35	1.71
2	2.75	2.20
3	-1.11	-1.78
4	-0.35	-0.29
5	1.80	1.96
6	-2.04	-2.49

What is the information ratio for the fund over this period?

Reference no: EM132029996

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