Pacer Swan Treynor Ratio
| PSCX ETF | | | USD 32.24 0.16 0.50% |
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 Pacer Swan's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Pacer Swan registers a Treynor Ratio of 0.1306, reflecting positive return per unit of systematic risk. Pacer Swan has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1306 | |
| ER[a] | = | Expected return on investing in Pacer Swan |
| BETA | = | Beta coefficient between Pacer Swan and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, Pacer Swan's Treynor Ratio of 0.1306 is below the 0.25 group average. The range runs from 1.0E-4 (Innovator ETFs Trust) to 0.7513 (Innovator Growth 100 Accelerated). Pacer Swan 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 Pacer Swan 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.
Pacer Swan's Maximum Drawdown of
1.85 runs about
14.19 times its Treynor Ratio of
0.13 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Pacer Swan.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for Pacer Swan is 0.1306. The Treynor Ratio for Pacer Swan is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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