Cohen Steers Treynor Ratio
| FOF Fund | | | USD 13.90 -0.28 -1.97% |
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 Cohen Steers's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of 0.0431 for Cohen Steers indicates positive return per unit of systematic risk. Cohen Steers has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0431 | |
| ER[a] | = | Expected return on investing in Cohen Steers |
| BETA | = | Beta coefficient between Cohen Steers and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Cohen Steers falls below the 0.17 peer average for Treynor Ratio. Taiwan Closed leads at 0.762 while Morgan Stanley Emerging registers the lowest at -0.0857. Cohen Steers 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 Cohen Steers 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.
Cohen Steers records a Treynor Ratio of
0.04 and a Maximum Drawdown of
5.58 , yielding roughly
129.43 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Cohen Steers.
Methodology, Assumptions & Data Sources
Cohen Steers has a current Treynor Ratio reading of 0.0431. Cohen Steers' Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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