Otter Creek Treynor Ratio
| OCFS ETF | | | 28.28 0.00 0.00% |
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 Otter Creek's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of 0.544 for Otter Creek indicates strong return per unit of systematic risk. Otter Creek has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.544 | |
| ER[a] | = | Expected return on investing in Otter Creek |
| BETA | = | Beta coefficient between Otter Creek and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Otter Creek falls above the -0.8 peer average for Treynor Ratio. Neuberger Berman ETF leads at 2.59 while SmartETFs Smart Transportation registers the lowest at -5.4341. Otter Creek 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 Otter Creek 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.
Comparing Treynor Ratio (
0.54 ) to Maximum Drawdown (
2.95 ) for Otter Creek yields a
5.42 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Otter Creek.
Methodology, Assumptions & Data Sources
Otter Creek's Treynor Ratio currently stands at 0.544. The Treynor Ratio for Otter Creek 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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