ROYCE SPECIAL Treynor Ratio
| RSEFX Fund | | | USD 15.70 0.09 0.58% |
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 ROYCE SPECIAL's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
ROYCE SPECIAL has a Treynor Ratio of 0.0772, indicating positive return per unit of systematic risk. ROYCE SPECIAL has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0772 | |
| ER[a] | = | Expected return on investing in ROYCE SPECIAL |
| BETA | = | Beta coefficient between ROYCE SPECIAL and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages -0.2 for Treynor Ratio, with ROYCE SPECIAL at 0.0772 falling above that level. Readings span -2.3544 (PIMCO Energy Tactical) to 0.136 (Wasatch International Growth). ROYCE SPECIAL has earned more 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 Royce Special 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.
ROYCE SPECIAL's Maximum Drawdown of
3.76 runs about
48.73 times its Treynor Ratio of
0.08 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for ROYCE SPECIAL.
Methodology, Assumptions & Data Sources
ROYCE SPECIAL has a current Treynor Ratio reading of 0.0772. ROYCE SPECIAL's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. ROYCE SPECIAL operates in the small value funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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