Formidable Fortress Treynor Ratio
| KONG ETF | | | USD 31.04 0.16 0.52% |
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 Formidable Fortress's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Formidable Fortress carries a Treynor Ratio of 0.0518, consistent with positive return per unit of systematic risk. Formidable Fortress has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0518 | |
| ER[a] | = | Expected return on investing in Formidable Fortress |
| BETA | = | Beta coefficient between Formidable Fortress and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, Formidable Fortress's Treynor Ratio of 0.0518 is above the 0.01 group average. The range runs from -0.5301 (Formidable ETF) to 0.3815 (Pacer Swan SOS). Formidable Fortress 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 Formidable Fortress 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.
Formidable Fortress records a Treynor Ratio of
0.05 and a Maximum Drawdown of
3.92 , yielding roughly
75.71 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Formidable Fortress.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for Formidable Fortress is 0.0518. Treynor Ratio for Formidable Fortress is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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