USCF ETF Treynor Ratio
| ZSC ETF | | | 30.12 -0.02 -0.07% |
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 USCF ETF's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at 0.6286, USCF ETF shows strong return per unit of systematic risk. USCF ETF has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.6286 | |
| ER[a] | = | Expected return on investing in USCF ETF |
| BETA | = | Beta coefficient between USCF ETF and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, USCF ETF's Treynor Ratio is above the group average of 0.1. Peer readings range from -0.21 (First Trust Nasdaq) to 0.4519 (Elevation Series Trust), reflecting wide dispersion across the sector. USCF ETF 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 USCF ETF 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.
With Treynor Ratio at
0.63 and Maximum Drawdown at
4.71 , USCF ETF shows a
7.49 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for USCF ETF.
Methodology, Assumptions & Data Sources
USCF ETF's Treynor Ratio currently stands at 0.6286. USCF ETF'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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