DREYFUS INTERNATIONAL Treynor Ratio
| DIISX Fund | | | USD 26.04 0.69 2.72% |
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 DREYFUS INTERNATIONAL's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
DREYFUS INTERNATIONAL carries a Treynor Ratio of 0.0606, consistent with positive return per unit of systematic risk. DREYFUS INTERNATIONAL has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0606 | |
| ER[a] | = | Expected return on investing in DREYFUS INTERNATIONAL |
| BETA | = | Beta coefficient between DREYFUS INTERNATIONAL and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, DREYFUS INTERNATIONAL's Treynor Ratio is below the group average of 0.08. Peer readings range from -0.0654 (Ares Dynamic Credit) to 0.1718 (Emerging Markets Fund), reflecting wide dispersion across the sector. DREYFUS INTERNATIONAL 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 Dreyfus International 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.
DREYFUS INTERNATIONAL's Maximum Drawdown of
6.46 runs about
106.54 times its Treynor Ratio of
0.06 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for DREYFUS INTERNATIONAL.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for DREYFUS INTERNATIONAL is 0.0606. Treynor Ratio for DREYFUS INTERNATIONAL is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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