IShares Short Treynor Ratio
| CALI ETF | | | USD 50.42 0.01 0.02% |
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 IShares Short's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
IShares Short's Treynor Ratio of
-0.71 reflects negative return per unit of systematic risk. IShares Short 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 |
| = | -0.71 | |
| ER[a] | = | Expected return on investing in IShares Short |
| BETA | = | Beta coefficient between IShares Short and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
IShares Short's Treynor Ratio of -0.7083 falls below the -0.25 peer average. Values range from -0.9745 (Mairs Power Minnesota) to 0.1543 (First Trust Flexible), with tight clustering across the group. IShares Short 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 IShares Short 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 IShares Short to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for IShares Short is -0.71. This Treynor Ratio reading for IShares Short results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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