SPDR SAMPP Treynor Ratio
| KRE ETF | | | USD 70.55 -0.16 -0.23% |
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 SPDR SAMPP's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
SPDR SAMPP has a Treynor Ratio of
-0.23, indicating negative return per unit of systematic risk. SPDR SAMPP 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 |
| = | -0.23 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| BETA | = | Beta coefficient between SPDR SAMPP and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
SPDR SAMPP's Treynor Ratio of -0.2267 falls below the 6.33 peer average. Values range from -3.757 (iShares MSCI All) to 67.1 (First Trust North), with wide dispersion across the group. SPDR SAMPP 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 SPDR SAMPP 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 SPDR SAMPP to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for SPDR SAMPP is -0.23. The Treynor Ratio for SPDR SAMPP 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. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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