AllianzIM Equity Treynor Ratio
| AUGT ETF | | | 37.43 0.08 0.21% |
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 AllianzIM Equity's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The current Treynor Ratio of 0.1005 places AllianzIM Equity at positive return per unit of systematic risk. AllianzIM Equity has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1005 | |
| ER[a] | = | Expected return on investing in AllianzIM Equity |
| BETA | = | Beta coefficient between AllianzIM Equity and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, AllianzIM Equity's Treynor Ratio is above the group average of 0.03. Peer readings range from -1.5473 (Pacer Swan SOS) to 0.8705 (Innovator Premium Income), reflecting wide dispersion across the sector. AllianzIM Equity 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 AllianzIM Equity 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.
Comparing Treynor Ratio (
0.10 ) to Maximum Drawdown (
2.52 ) for AllianzIM Equity yields a
25.07 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for AllianzIM Equity.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for AllianzIM Equity is 0.1005. Treynor Ratio for AllianzIM Equity is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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