BLACKROCK LIFEPATH Treynor Ratio
| LPVAX Fund | | | USD 23.06 -0.17 -0.73% |
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 BLACKROCK LIFEPATH's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
BLACKROCK LIFEPATH carries a Treynor Ratio of
-0.81, consistent with negative return per unit of systematic risk. BLACKROCK LIFEPATH 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 |
| = | -0.81 | |
| ER[a] | = | Expected return on investing in BLACKROCK LIFEPATH |
| BETA | = | Beta coefficient between BLACKROCK LIFEPATH and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, BLACKROCK LIFEPATH's Treynor Ratio is below the group average of -0.18. Peer readings range from -0.8873 (Nova Fund Class) to 0.0747 (Ab Global Risk), reflecting tight clustering across the sector. BLACKROCK LIFEPATH 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 BlackRock Lifepath 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 BLACKROCK LIFEPATH to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for BLACKROCK LIFEPATH is -0.81. Treynor Ratio for BLACKROCK LIFEPATH 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. BLACKROCK LIFEPATH operates in the target-date 2055 sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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