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What is the information ratio of TOM using the Barclay Index as the benchmark? Annualized Return Annualized Volatility Max Drawdown Max Drawdown (Volatility- Annual Sharpe

What is the information ratio of TOM using the Barclay Index as the benchmark?

begin{tabular}{lrrr} & Al (Net of Fees) & Parker Index (Excess Returns) ( ^{[1]} ) & Barclay Index (Excess Returns) ( [1

Information ratio ( =frac{alpha}{sigma_{epsilon}} ) where ( alpha ) and ( sigma_{epsilon} ) come from a time-ser

Annualized Return Annualized Volatility Max Drawdown Max Drawdown (Volatility- Annual Sharpe Ratio Regression statistics[]; Alpha t-stat Beta t-stat R-Square Al (Net of Fees) 1.23% 4.83% -5.44% -5.44% 0.25 Parker Index (Excess Returns)[] -1.58% 6.09% -12.24% -9.75% -0.26 0.0017 1.14 0.5186 5.99 0.4279 Barclay Index (Excess Returns) [1] -1.29% 3.62% -10.90% -14.34% -0.36 0.0021 1.54 0.9697 7.32 0.5273

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