WASATCH MICRO Treynor Ratio
| WAMVX Fund | | | USD 4.62 0.11 2.44% |
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 WASATCH MICRO's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At 0.0855, WASATCH MICRO's Treynor Ratio indicates positive return per unit of systematic risk. WASATCH MICRO has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0855 | |
| ER[a] | = | Expected return on investing in WASATCH MICRO |
| BETA | = | Beta coefficient between WASATCH MICRO and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, WASATCH MICRO's Treynor Ratio of 0.0855 is above the 0.08 group average. The range runs from -0.0857 (Morgan Stanley Emerging) to 0.2421 (Allianzgi Convertible Income). WASATCH MICRO 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 Wasatch Micro 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.
WASATCH MICRO's Maximum Drawdown of
5.77 runs about
67.51 times its Treynor Ratio of
0.09 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for WASATCH MICRO.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for WASATCH MICRO is 0.0855. WASATCH MICRO'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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