John Hancock Treynor Ratio
| BTO Fund | | | USD 37.55 0.32 0.86% |
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 John Hancock's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of
-0.0039 for John Hancock indicates negative return per unit of systematic risk. John Hancock has not been compensated for the market risk it carries — systematic exposure has produced negative returns over the measured period.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | -0.0039 | |
| ER[a] | = | Expected return on investing in John Hancock |
| BETA | = | Beta coefficient between John Hancock and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
John Hancock falls below the 0.16 peer average for Treynor Ratio. Columbia Seligman Premium leads at 0.3649 while Rmb Mendon Financial registers the lowest at 0.0367. John Hancock 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 John Hancock 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.
Compare John Hancock to PeersMethodology, Assumptions & Data Sources
John Hancock has a current Treynor Ratio reading of -0.0039. Treynor Ratio for John Hancock is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
Other Technical Indicators