Xtrackers MSCI Treynor Ratio
| EMCS ETF | | | 45.49 1.26 2.85% |
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 Xtrackers MSCI's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Xtrackers MSCI has a Treynor Ratio of
-2.57, indicating negative return per unit of systematic risk. Xtrackers MSCI 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 |
| = | -2.57 | |
| ER[a] | = | Expected return on investing in Xtrackers MSCI |
| BETA | = | Beta coefficient between Xtrackers MSCI and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Xtrackers MSCI's Treynor Ratio of -2.5694 falls below the -1.1 peer average. Values range from -3.2019 (Invesco SAMPP MidCap) to 0.4449 (iShares MSCI Chile), with tight clustering across the group. Xtrackers MSCI 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 Xtrackers MSCI 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 Xtrackers MSCI to PeersMethodology, Assumptions & Data Sources
Xtrackers MSCI has a current Treynor Ratio reading of -2.57. The Treynor Ratio for Xtrackers MSCI applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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