Invesco DWA Treynor Ratio
| PEZ ETF | | | USD 101.08 0.18 0.18% |
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 Invesco DWA's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of
-0.02 for Invesco DWA indicates negative return per unit of systematic risk. Invesco DWA 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 |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in Invesco DWA |
| BETA | = | Beta coefficient between Invesco DWA and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Invesco DWA falls below the 0.15 peer average for Treynor Ratio. Invesco DWA Utilities leads at 0.3646 while Principal Quality ETF registers the lowest at 0.033. Invesco DWA 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 Invesco DWA 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 Invesco DWA to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for Invesco DWA is -0.02. The Treynor Ratio for Invesco DWA is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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