The Treynor ratio, also known as the reward-to-volatility ratio, is a performance metric for determining how much excess ...

The Treynor ratio uses a portfolio's "beta" as its risk. Beta measures the volatility of an investment relative to the stock market, generally the S&P 500 index, which is given a beta of one. More ...

The Treynor ratio is a tool in portfolio analysis that helps investors assess how well a portfolio compensates them for taking on market risk, also known as systematic risk. This portfolio ratio shows ...

Investors and academics have long sought for a way to compare the performance of portfolios on a risk-adjusted basis. If you can adjust for risk, you can directly compare the performance of portfolios ...

Investors have all sorts of tools for measuring how they are doing and whether a potential acquisition is likely to pay enough to justify the risk. The most common measures are those that relate ...

J.B. Maverick is an active trader, commodity futures broker, and stock market analyst 17+ years of experience, in addition to 10+ years of experience as a finance writer and book editor. Gordon Scott ...

Investors and academics have long sought for a way to compare the performance of portfolios on a risk-adjusted basis. If you can adjust for risk, you can directly compare the performance of portfolios ...

Developed by American economist Jack Treynor, the Treynor Ratio is a way to measure how well a portfolio rewarded investors for the amount of risk it took on over a certain time period. Investments ...

You can do this with any fund for which you can find a beta, the measure of market-related risk. Calculate a fund's return in excess of the return on short-term Treasury bills, then divide that by the ...

Investors have all sorts of tools for measuring how they are doing and whether a potential acquisition is likely to pay enough to justify the risk. The most common measures are those that relate ...