AQR EQUITY Treynor Ratio
| QMNIX Fund | | | USD 11.49 -0.05 -0.43% |
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 AQR EQUITY's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
AQR EQUITY's Treynor Ratio of
-13.68 reflects negative return per unit of systematic risk. AQR EQUITY 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 |
| = | -13.68 | |
| ER[a] | = | Expected return on investing in AQR EQUITY |
| BETA | = | Beta coefficient between AQR EQUITY and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.03 for Treynor Ratio, with AQR EQUITY at -13.6798 falling below that level. Readings span -0.0194 (RBC Bluebay Global) to 0.1214 (Nuveen Minnesota Municipal). AQR EQUITY 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 Aqr Equity 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 AQR EQUITY to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for AQR EQUITY is -13.68. This Treynor Ratio reading for AQR EQUITY results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. AQR EQUITY operates in the equity market neutral sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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