Tuttle Capital Treynor Ratio
| SARK ETF | | | USD 27.98 -0.37 -1.31% |
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 Tuttle Capital's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The current Treynor Ratio of 0.1156 places Tuttle Capital at positive return per unit of systematic risk. Tuttle Capital has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1156 | |
| ER[a] | = | Expected return on investing in Tuttle Capital |
| BETA | = | Beta coefficient between Tuttle Capital and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Tuttle Capital's Treynor Ratio is above the group average of 0.03. Peer readings range from -0.2037 (ProShares Ultra Health) to 0.1851 (Defiance Leveraged Long), reflecting wide dispersion across the sector. Tuttle Capital 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 Tuttle Capital 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.
The Maximum Drawdown-to-Treynor Ratio ratio for Tuttle Capital sits near
101.12 , with Treynor Ratio at
0.12 and Maximum Drawdown at
11.69 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Tuttle Capital.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for Tuttle Capital is 0.1156. Tuttle Capital'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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators