Trueshares Structured Treynor Ratio
| JULZ ETF | | | USD 44.83 0.61 1.38% |
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 Trueshares Structured's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The current Treynor Ratio of 0.1394 places Trueshares Structured at positive return per unit of systematic risk. Trueshares Structured has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1394 | |
| ER[a] | = | Expected return on investing in Trueshares Structured |
| BETA | = | Beta coefficient between Trueshares Structured and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Trueshares Structured's Treynor Ratio is below the group average of 0.18. Peer readings range from 0.1075 (TrueShares Structured Outcome) to 0.6808 (Innovator Premium Income), reflecting wide dispersion across the sector. Trueshares Structured 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 Trueshares Structured 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.
Trueshares Structured's Maximum Drawdown of
3.33 runs about
23.87 times its Treynor Ratio of
0.14 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Trueshares Structured.
Methodology, Assumptions & Data Sources
Trueshares Structured has a current Treynor Ratio reading of 0.1394. The Treynor Ratio for Trueshares Structured 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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