Mastering the Information Ratio & Tracking Error in Excel

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Join Ryan O'Connell, CFA, FRM, on a comprehensive journey through mastering the Information Ratio and Tracking Error using Excel, vital metrics for anyone involved in finance and investments. Discover the significance of the Information Ratio, learn how to download stock return data from Yahoo Finance, and dive into the calculation of daily and excess returns over benchmarks. Enhance your portfolio management skills by calculating annual returns, portfolio tracking error, and the Information Ratio, all within Excel. Whether you're managing ETFs, funds, or personal investments, this video is your ultimate guide to optimizing investment performance with precision and confidence.
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Chapters:
0:00 - Why Information Ratio Matters
1:43 - Basic Description of Our ETFs and Funds
3:01 - Download Stock Return Data from Yahoo Finance
3:53 - Calculate Daily Returns
4:36 - Calculate Excess Returns Over Benchmark
5:34 - Calculate Annual Return
7:56 - Calculate Portfolio Tracking Error
9:54 - Calculate Information Ratio in Excel
11:10 - 20% Off CFA & FRM Study Packages
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Опубликовано:

22 июл 2024

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Комментарии : 16

@RyanOConnellCFA 5 месяцев назад

📈 CFA Exam Prep Discount - AnalystPrep: ► Get 20% off CFA Level 1, 2, and 3 packages with promo code "RYAN20". ► Level 1 Packages: analystprep.com/shop/cfa-level-1-complete-course-by-analystprep/?ref=mgmymmr ► Level 2 Packages: analystprep.com/shop/cfa-level-2-complete-course-by-analystprep/?ref=mgmymmr ► Level 3 Packages: analystprep.com/shop/cfa-level-3-complete-course-by-analystprep/?ref=mgmymmr 📊 FRM Exam Prep Discount - AnalystPrep: ► Get 20% off FRM packages with promo code "RYAN20": analystprep.com/shop/frm-part-1-and-part-2-complete-course-by-analystprep/?ref=mgmymmr 🎓 Tutor With Me: 1-On-1 Video Call Sessions Available ► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/ 💾 Download Free Excel File: ► Download the file created in this video free here: ryanoconnellfinance.com/product/information-ratio-tracking-error-excel-workbook/

@user-ov2wk4oo1n 5 месяцев назад

If I see a new video from Ryan, I immediately like it 👍

@RyanOConnellCFA 5 месяцев назад

Thank you for that!

@joeaoun6321 2 месяца назад

Thanks for a very clear explanation. Your videos are great.

@RyanOConnellCFA 2 месяца назад

You are welcome! I appreciate the kind feedback

@MegaKingbero 2 дня назад

Thanks Ryan, great as usual. But isn't the same methodology of Sharpe Measure?

@baopham7347 Месяц назад

hi, can I ask for your help with the difference between annual and annualized returns?

@user-yh8hp3kn1y 3 месяца назад

Great video as always! thank you for this gems. I have a question: if I take the average of the Portfolio Return - Benchmark Return column, shouldn't that tell me whether the fund has outperformed the index? Because if the average is >0, it means that the fund has outperformed the index most of the time. I tried to calculate this on your spreadsheet but it comes out positive for both funds with my stupor😅. By my reasoning it should be negative for ARKK. Can you please explain why?

@prateekmahajan5683 4 месяца назад

Hey Ryan, Just kne doubt information ratio to division of cumulative excess return and tracking error, so the result would have percentage as unit or will it be without percentage as we dividing 2 percentage values.

@RyanOConnellCFA 4 месяца назад

Hello, If I hadn't multiplied by 100 at the end it would have been quoted as a percentage value!

@sayednab 5 месяцев назад

Hey Ryan, have you done video on stresstest on loans? :)

@RyanOConnellCFA 4 месяца назад

Hello, I have not yet but I'm looking to make a stress testing video in the future

@sayednab 4 месяца назад

Nice. Looking forward.

@shreyaagarwal7695 4 месяца назад

Hey Ryan, can u pls explain how are u calculating 3381 days I mean up to how many yrs have u taken the data

@RyanOConnellCFA 3 месяца назад

I'm finding the number of days in the whole period so that we can figure out how many years there are and scale the annual return appropriately to the number of years!