Information ratio,IR

IR	information ratio,IR
R_p	return of portfolio,Rp,portfolio return,PR
R_b	benchmark return,Rb,return of benchmark or index
ω	standard deviation of the active return,SDOTA,standard deviation of the difference between returns of the portfolio and the returns of the benchmark or index

Return of portfolio (R_p)

Benchmark return (R_b)

Standard deviation of the active return (ω)

Information ratio (IR)

Precision