Valued Advisers Treynor Ratio
| MBSF ETF | | | 25.69 -0.03 -0.12% |
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 Valued Advisers's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Valued Advisers has a Treynor Ratio of 1.61, indicating strong return per unit of systematic risk. Valued Advisers has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 1.61 | |
| ER[a] | = | Expected return on investing in Valued Advisers |
| BETA | = | Beta coefficient between Valued Advisers and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Valued Advisers's Treynor Ratio of 1.61 falls above the 0.1 peer average. Values range from -0.0985 (NYLI MacKay Securitized) to 0.4998 (Innovator Equity Accelerated), with wide dispersion across the group. Valued Advisers 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 Valued Advisers 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.
Valued Advisers records a Treynor Ratio of
1.61 and a Maximum Drawdown of
1.17 , yielding roughly
0.73 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown runs moderately below Treynor Ratio for Valued Advisers. Valued Advisers Trust carries a
1.38 x Treynor Ratio-to-Maximum Drawdown ratio
Methodology, Assumptions & Data Sources
Valued Advisers' Treynor Ratio currently stands at 1.61. This Treynor Ratio reading for Valued Advisers results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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