---
title: "Information Ratio"
method: POST
path: "/portfolios/analysis/mean-variance/information-ratio"
tags: ["Portfolio Analysis / Mean-Variance"]
---

# Information Ratio

`POST /portfolios/analysis/mean-variance/information-ratio`

## Request

- Base URL: `https://api.portfoliooptimizer.io/v1`
- URL: `https://api.portfoliooptimizer.io/v1/portfolios/analysis/mean-variance/information-ratio`
- Auth: API key in header `X-API-Key`

Compute the Information Ratio of a portfolio.

References
* [Sharpe, W. (1994) The Sharpe Ratio. Journal of Portfolio Management, 21, 49-58](https://www.pm-research.com/content/iijpormgmt/21/1/49)

## Request body

- object
  - `benchmarkReturns` number[], required: benchmarkReturns[t] is the arithmetic return of the benchmark at the time t; the benchmarkReturns array must have the same length as all the portfolioReturns arrays or the same length minus 1 as all the portfolioValues arrays
  - `portfolios` object[], required
    - `portfolioReturns` number[]: portfolioReturns[t] is the arithmetic return of the portfolio at the time t; exclusive with portfolioValues
    - `portfolioValues` number[]: portfolioValues[t] is the value of the portfolio at the time t; exclusive with portfolioReturns

## Response `200`

OK

- object
  - `portfolios` object[], required
    - `portfolioInformationRatio` number, required: The Information Ratio of the portfolio

## Changes

- **2026-04-03** `24e65d80f8eb`: 1 info
  - endpoint added

[Operation history](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/changes/portfolios/analysis/mean-variance/information-ratio/post.md)

---

[API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) - [All operations](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) - [OpenAPI document](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/revisions/9d075aa717bf?raw)