Treynor's Ratio in Investment Formulas

Treynor’s Ratio is a financial metric used to evaluate the risk-adjusted performance of an investment or a portfolio. And is denoted by T_r.

Formulas to find Treynor's Ratio in Investment

fxTreynor RatioGo

fx Expected Portfolio Return Go

fx Risk Free Rate Go

fx Beta of the Portfolio Go

What is the Treynor's Ratio?

Treynor’s Ratio is a financial metric used to evaluate the risk-adjusted performance of an investment or a portfolio.

Can the Treynor's Ratio be negative?

{YesorNo}, the Treynor's Ratio, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

Let Others Know

✖

Copied!