Proposal: benchmark-relative Information Ratio for fixed-income fund analytics
Observed in OpenByteInc/QuantDinger · Python · Apache-2.0
What the reporter described: Motivation Fixed-income fund performance should be evaluated relative to an appropriate benchmark rather than through absolute return alone. I propose adding a benchmark-relative Information Ratio metric, initially supporting CDI for Brazilian cash-like and low-duration fixed-income funds while keeping the benchmark…
Related friction appears in 8 independent repositories. This is stronger than one backlog item, but still requires direct user validation.