Treynor Ratio Calculator
FinanceCalculate the Treynor ratio to measure the excess return of a portfolio per unit of systematic (market) risk, using beta rather than total volatility.
Treynor Ratio
Excess return over the risk-free rate, divided by portfolio beta
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Frequently Asked Questions
How is the Treynor ratio different from the Sharpe ratio?
The Sharpe ratio divides excess return by total volatility (standard deviation), while the Treynor ratio divides it by beta, focusing specifically on systematic market risk rather than total risk.
What does a higher Treynor ratio mean?
A higher Treynor ratio means the portfolio generated more excess return for each unit of market risk taken on, indicating more efficient use of systematic risk.
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