AMCAP FUND Treynor Ratio
| AMPCX Fund | | | USD 36.81 -0.02 -0.05% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is AMCAP FUND's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
AMCAP FUND's Treynor Ratio of 0.0766 reflects positive return per unit of systematic risk. AMCAP FUND has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0766 | |
| ER[a] | = | Expected return on investing in AMCAP FUND |
| BETA | = | Beta coefficient between AMCAP FUND and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.08 for Treynor Ratio, with AMCAP FUND at 0.0766 falling below that level. Readings span 0.0123 (American Mutual Fund) to 0.113 (New World Fund). AMCAP FUND has earned less 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 Amcap Fund 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.
AMCAP FUND's Maximum Drawdown of
4.82 runs about
62.97 times its Treynor Ratio of
0.08 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for AMCAP FUND.
Methodology, Assumptions & Data Sources
AMCAP FUND's Treynor Ratio currently stands at 0.0766. AMCAP FUND's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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