Feb 10, 2025 · The Treynor ratio, also known as the reward-to-volatility ratio, is a performance metric for determining how much excess return was generated for each unit of risk taken on by …

The Treynor Ratio is a portfolio performance measure that adjusts for systematic - undiversifiable - risk. In contrast to the Sharpe Ratio, which adjusts return with the standard deviation of the …

The Treynor ratio relates excess return over the risk-free rate to the additional risk taken; however, systematic risk is used instead of total risk. The higher the Treynor ratio, the better …

Treynor ratio is a metric widely used in finance for calculations based on returns earned by a firm. It is also known as a reward-to-volatility ratio or the Treynor measure. The metric got its name …

Feb 1, 2025 · The Treynor Ratio assesses how well a portfolio balances risk and return. The calculation starts by determining the portfolio’s excess return, which is the portfolio return …

Mar 5, 2024 · Often referred to as the “reward-to-volatility ratio”, the Treynor ratio attempts to gauge the risk attributable to a portfolio (and the expected returns) in the context of the total …

Sep 20, 2021 · Developed by American economist Jack Treynor, the Treynor Ratio is a way to measure how well a portfolio rewarded investors for the amount of risk it took on, over a …