ash)RatioHYDC2014=sharpe(hydc(daynum+1:2*daynum),Cash)RatioHF2013=sharpe(hfcj(1:daynum),Cash)RatioHF2014=sharpe(hfcj(daynum+1:2*daynum),Cash)结果:RatioHL2013=0.0768RatioHL2014=0.0549RatioHYDC2013=0.0493RatioHYDC2014=0.0460RatioHF2013=0.0876RatioHF2014=0.03775.信息比率以中证800指数作为业绩比较基准,计算华丽家族、华远地产、合肥城建成长的信息比率编码:>>loadHHHZRate=price2ret(HHHZ);zz800=Rate(:,1);hljz=Rate(:,2);hydc=Rate(:,3);hfcj=Rate(:,4);daynum=fix(length(Rate)/2);RatioHL2013=inforatio(hljz(1:daynum),zz800(1:daynum))RatioHL2014=inforatio(hljz(daynum+1:2*daynum),zz800(daynum+1:2*daynum))RatioHYDC2013=inforatio(hydc(1:daynum),zz800(1:daynum))RatioHYDC2014=inforatio(hydc(daynum+1:2*daynum),zz800(daynum+1:2*daynum))RatioHF2013=inforatio(hfcj(1:daynum),zz800(1:daynum))RatioHF2014=inforatio(hfcj(daynum+1:2*daynum),zz800(daynum+1:2*daynum))
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