Prudential Jennison Treynor Ratio

Key Indicators . Treynor Ratio . Mutual Funds USA . 
Fund . Prudential Jennison International
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 Prudential Jennison's current Treynor Ratio with peer comparisons and related risk metrics.

Current Treynor Ratio Value

Prudential Jennison registers a Treynor Ratio of 0, reflecting negative return per unit of systematic risk. Prudential Jennison 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 Prudential Jennison
BETA = Beta coefficient between Prudential Jennison 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 Prudential Jennison 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

The current Treynor Ratio for Prudential Jennison is 0. The Treynor Ratio for Prudential Jennison 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 output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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