IShares Core Treynor Ratio
| USRT ETF | | | USD 64.76 -0.48 -0.74% |
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 IShares Core's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At 0.2491, IShares Core exhibits positive return per unit of systematic risk in Treynor Ratio. IShares Core has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.2491 | |
| ER[a] | = | Expected return on investing in IShares Core |
| BETA | = | Beta coefficient between IShares Core and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
IShares Core falls above the -0.23 peer average for Treynor Ratio. iShares Home Construction leads at 0.6104 while iShares Morningstar Growth registers the lowest at -1.8886. IShares Core 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 IShares Core 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.
Comparing Treynor Ratio (
0.25 ) to Maximum Drawdown (
4.71 ) for IShares Core yields a
18.92 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for IShares Core.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for IShares Core is 0.2491. This Treynor Ratio reading for IShares Core results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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