COLUMBIA SELECT Treynor Ratio
| CSVZX Fund | | | USD 44.88 -0.40 -0.88% |
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 COLUMBIA SELECT's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At 0.0478, COLUMBIA SELECT exhibits positive return per unit of systematic risk in Treynor Ratio. COLUMBIA SELECT has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0478 | |
| ER[a] | = | Expected return on investing in COLUMBIA SELECT |
| BETA | = | Beta coefficient between COLUMBIA SELECT and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
COLUMBIA SELECT falls below the 0.07 peer average for Treynor Ratio. Fidelity Advisor Large leads at 0.3236 while Perkins Small Cap registers the lowest at -0.358. COLUMBIA SELECT 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 Columbia Select 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.
COLUMBIA SELECT's Maximum Drawdown of
3.98 runs about
83.18 times its Treynor Ratio of
0.05 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for COLUMBIA SELECT.
Methodology, Assumptions & Data Sources
COLUMBIA SELECT's Treynor Ratio currently stands at 0.0478. The Treynor Ratio for COLUMBIA SELECT is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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.
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