IShares North Treynor Ratio
| IGE ETF | | | USD 60.27 0.09 0.15% |
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 IShares North's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
IShares North carries a Treynor Ratio of 0.2209, consistent with positive return per unit of systematic risk. IShares North has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.2209 | |
| ER[a] | = | Expected return on investing in IShares North |
| BETA | = | Beta coefficient between IShares North and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, IShares North's Treynor Ratio of 0.2209 is above the 0.03 group average. The range runs from -0.1114 (iShares Insurance ETF) to 0.2405 (iShares Telecommunications ETF). IShares North 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 IShares North 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.
With Treynor Ratio at
0.22 and Maximum Drawdown at
5.31 , IShares North shows a
24.02 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for IShares North.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for IShares North is 0.2209. Treynor Ratio for IShares North 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 calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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