| RAYJ Etf | | | 27.18 0.26 0.97% |
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The Advisors Inner has current Treynor Ratio of 0.0626. The Treynor is the reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore, the Treynor Ratio is calculated as [(Portfolio return - Risk-free return)/Beta].
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0626 | |
| ER[a] | = | Expected return on investing in Advisors Inner |
| BETA | = | Beta coefficient between Advisors Inner and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Advisors Inner Treynor Ratio Peers Comparison
Advisors Treynor Ratio Relative To Other Indicators
The Advisors Inner is rated
below average in treynor ratio as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
115.50 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for The Advisors Inner is roughly
115.50 This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
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