SCHWAB BALANCED Treynor Ratio
| SWOBX Fund | | | USD 18.68 -0.08 -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 SCHWAB BALANCED's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At
-1.18, SCHWAB BALANCED's Treynor Ratio indicates negative return per unit of systematic risk. SCHWAB BALANCED 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 |
| = | -1.18 | |
| ER[a] | = | Expected return on investing in SCHWAB BALANCED |
| BETA | = | Beta coefficient between SCHWAB BALANCED and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, SCHWAB BALANCED's Treynor Ratio of -1.1762 is below the 0.15 group average. The range runs from -0.3378 (Invesco Energy Fund) to 0.7571 (Wells Fargo Large). SCHWAB BALANCED 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 Schwab Balanced 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 SCHWAB BALANCED to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for SCHWAB BALANCED is -1.18. This Treynor Ratio reading for SCHWAB BALANCED 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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