Volatility averaged over 5 days of
IR over the past 3 years.Return distribution of IR over
the past 3 years.
Correlation of IR with market
return over the past 3 years.Correlation of IR with market
return over time for the past 3 years.Development of beta for IR for
the past 3 years.
Correlation of IR with sector
returns over the past 3 years.Linear regression coefficients of
IR with sector returns over the past 3 years.