AmTrust Financial Treynor Ratio
| AFSIM Pink Sheet | | | USD 14.81 -0.96 -6.09% |
The Treynor Ratio for AmTrust Financial is detailed below with current readings, historical data points, and sector comparisons. Signal relevance varies with the instrument's liquidity and prevailing market conditions.
AmTrust Financial Volatility together with
AmTrust Financial Price History extends the research frame for AmTrust Financial.
Current Treynor Ratio Value
With Treynor Ratio at 0.1097, AmTrust Financial shows positive return per unit of systematic risk. AmTrust Financial has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1097 | |
| ER[a] | = | Expected return on investing in AmTrust Financial |
| BETA | = | Beta coefficient between AmTrust Financial and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, AmTrust Financial's Treynor Ratio of 0.1097 is above the -0.93 group average. The range runs from -5.6093 (AmTrust Financial Services) to 0.3982 (AmTrust Financial Services). AmTrust Financial has earned more return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for AmTrust Financial and its peers. Each point represents one equity — position along the horizontal axis shows Treynor Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
AmTrust Financial shows nearly
128.58 of Maximum Drawdown per unit of Treynor Ratio (
0.11 versus
14.11 ). This indicates Maximum Drawdown substantially exceeds Treynor Ratio for AmTrust Financial.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for AmTrust Financial is 0.1097. This Treynor Ratio reading for AmTrust Financial results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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