T ROWE Treynor Ratio
| TRMIX Fund | | | USD 36.08 0.36 1.01% |
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 T ROWE's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
T ROWE registers a Treynor Ratio of 0.0646, reflecting positive return per unit of systematic risk. T ROWE has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0646 | |
| ER[a] | = | Expected return on investing in T ROWE |
| BETA | = | Beta coefficient between T ROWE and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
T ROWE falls above the 0.02 peer average for Treynor Ratio. Sampp 500 Index leads at 0.0967 while Oakmark International registers the lowest at -0.1046. T ROWE 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 T Rowe 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.
T ROWE's Maximum Drawdown of
4.62 runs about
71.51 times its Treynor Ratio of
0.06 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for T ROWE.
Methodology, Assumptions & Data Sources
T ROWE has a current Treynor Ratio reading of 0.0646. The Treynor Ratio for T ROWE applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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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