Chartwell Small Treynor Ratio
| CWSGX Fund | | | USD 24.00 0.32 1.35% |
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 Chartwell Small's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
A Treynor Ratio of 0.1791 for Chartwell Small signals positive return per unit of systematic risk. Chartwell Small has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1791 | |
| ER[a] | = | Expected return on investing in Chartwell Small |
| BETA | = | Beta coefficient between Chartwell Small and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Chartwell Small's Treynor Ratio of 0.1791 falls above the -0.23 peer average. Values range from -0.7847 (Fidelity New Markets) to 0.0771 (Prudential Jennison International), with tight clustering across the group. Chartwell Small 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 Chartwell Small 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.
Chartwell Small's Maximum Drawdown of
7.90 runs about
44.13 times its Treynor Ratio of
0.18 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Chartwell Small.
Methodology, Assumptions & Data Sources
Chartwell Small's Treynor Ratio currently stands at 0.1791. Treynor Ratio for Chartwell Small is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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