Intelligent Alpha Treynor Ratio
| GPT ETF | | | USD 33.32 0.09 0.27% |
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 Intelligent Alpha's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The current Treynor Ratio of
-1.16 places Intelligent Alpha at negative return per unit of systematic risk. Intelligent Alpha 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 |
| = | -1.16 | |
| ER[a] | = | Expected return on investing in Intelligent Alpha |
| BETA | = | Beta coefficient between Intelligent Alpha and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Intelligent Alpha's Treynor Ratio is above the group average of -1.87. Peer readings range from -8.769 (PGIM ETF Trust) to 2.71 (Harbor ETF Trust), reflecting tight clustering across the sector. Intelligent Alpha 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 Intelligent Alpha 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 Intelligent Alpha to PeersMethodology, Assumptions & Data Sources
Intelligent Alpha has a current Treynor Ratio reading of -1.16. The Treynor Ratio for Intelligent Alpha is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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