Matthews Emerging Treynor Ratio
| EMSF ETF | | | USD 39.06 1.11 2.92% |
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 Matthews Emerging's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of 0.2196 for Matthews Emerging indicates positive return per unit of systematic risk. Matthews Emerging has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.2196 | |
| ER[a] | = | Expected return on investing in Matthews Emerging |
| BETA | = | Beta coefficient between Matthews Emerging and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Matthews Emerging falls above the 0.04 peer average for Treynor Ratio. iShares MSCI Finland leads at 0.1368 while Global X SAMPP registers the lowest at -0.1104. Matthews Emerging 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 Matthews Emerging 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.
Matthews Emerging records a Treynor Ratio of
0.22 and a Maximum Drawdown of
8.98 , yielding roughly
40.89 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Matthews Emerging.
Methodology, Assumptions & Data Sources
Matthews Emerging has a current Treynor Ratio reading of 0.2196. Treynor Ratio for Matthews Emerging 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. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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