Matthews International Treynor Ratio
| ASIA ETF | | | USD 43.28 1.50 3.59% |
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 Matthews International's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Matthews International has a Treynor Ratio of 0.2321, indicating positive return per unit of systematic risk. Matthews International has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.2321 | |
| ER[a] | = | Expected return on investing in Matthews International |
| BETA | = | Beta coefficient between Matthews International and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Matthews International's Treynor Ratio of 0.2321 falls above the 0.12 peer average. Values range from -0.017 (Touchstone International Equity) to 0.2298 (Siren Nasdaq NexGen), with wide dispersion across the group. Matthews International 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 Matthews International 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.
Matthews International's Maximum Drawdown of
9.55 runs about
41.13 times its Treynor Ratio of
0.23 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Matthews International.
Methodology, Assumptions & Data Sources
Matthews International's Treynor Ratio currently stands at 0.2321. Matthews International'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators