John Hancock Treynor Ratio
| JHML ETF | | | USD 86.93 1.12 1.31% |
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 John Hancock's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of 0.1051 for John Hancock indicates positive return per unit of systematic risk. John Hancock has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1051 | |
| ER[a] | = | Expected return on investing in John Hancock |
| BETA | = | Beta coefficient between John Hancock and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
John Hancock falls below the 0.16 peer average for Treynor Ratio. VanEck Oil Services leads at 0.9504 while SPDR SSGA Large registers the lowest at -0.0813. John Hancock 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 John Hancock 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.
The Maximum Drawdown-to-Treynor Ratio ratio for John Hancock sits near
34.46 , with Treynor Ratio at
0.11 and Maximum Drawdown at
3.62 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for John Hancock.
Methodology, Assumptions & Data Sources
John Hancock's Treynor Ratio currently stands at 0.1051. The Treynor Ratio for John Hancock applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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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