SCHWAB GLOBAL Treynor Ratio
| SWASX Fund | | | USD 7.36 0.11 1.52% |
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 SCHWAB GLOBAL's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at 0.1019, SCHWAB GLOBAL shows positive return per unit of systematic risk. SCHWAB GLOBAL has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1019 | |
| ER[a] | = | Expected return on investing in SCHWAB GLOBAL |
| BETA | = | Beta coefficient between SCHWAB GLOBAL and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
SCHWAB GLOBAL's Treynor Ratio of 0.1019 falls above the -0.01 peer average. Values range from -0.5937 (Voya Global Equity) to 0.1273 (Pioneer Global Equity), with tight clustering across the group. SCHWAB GLOBAL 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 Schwab Global 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.
SCHWAB GLOBAL's Maximum Drawdown of
4.04 runs about
39.62 times its Treynor Ratio of
0.10 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for SCHWAB GLOBAL.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for SCHWAB GLOBAL is 0.1019. This Treynor Ratio reading for SCHWAB GLOBAL results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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