Primaris Retail Treynor Ratio

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 Primaris Retail's current Treynor Ratio with peer comparisons and related risk metrics.

Current Treynor Ratio Value

A Treynor Ratio of 0 for Primaris Retail signals negative return per unit of systematic risk. Primaris Retail has not been compensated for the market risk it carries — systematic exposure has produced negative returns over the measured period.

Treynor Ratio

 = 

ER[a] - RFR

BETA

 = 
0
ER[a] = Expected return on investing in Primaris Retail
BETA = Beta coefficient between Primaris Retail and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Treynor Ratio Peers Comparison

Treynor Ratio Relative To Other Indicators

The chart below plots Treynor Ratio against Maximum Drawdown for Primaris Retail 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.

Methodology, Assumptions & Data Sources

Primaris Retail's Treynor Ratio currently stands at 0. The Treynor Ratio for Primaris Retail applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.