close
no thumb
Want create site? Find Free WordPress Themes and plugins.

It is similar to Sharpe Ratio except that it uses beta instead of standard deviation. It’s also known as Reward to Volatility Ratio. It is the ratio of a fund’s average excess return to the fund’s beta. Treynor ratio evaluates the performance of a portfolio based on the systematic risk of a fund. Treynor ratio is based on the premise that unsystematic or specific risk can be diversified and hence, only incorporates the systematic risk (beta) to gauge the portfolio’s performance. It measures the returns earned in excess of those that could have been earned on a riskless investment per unit of market risk assumed. The formula is typically used in ranking Mutual Funds with similar objectives.

The absolute risk adjusted return is the Treynor plus the risk free rate.

Did you find apk for android? You can find new Free Android Games and apps.
0
Connecting
Please wait...
Send a message

Sorry, we aren't online at the moment. Leave a message.

Your name
* Email
* Phone
Begin Online Chat Now

Need help? Save time by starting your support request online. Simply, enter your Name, Email & Phone no. to begin online Chat Help Service.

* Your name
* Email
* Phone
We're online!
Feedback

Help us help you better! Feel free to leave us any additional feedback.

How do you rate our support?