Treynor Index

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Treynor Index

A measure of the excess return per unit of risk, where excess return is defined as the difference between the portfolio's return and the risk-free rate of return over the same evaluation period and where the unit of risk is the portfolio's beta. Named after Jack Treynor.

Treynor Performance Measure

A measurement of return on a portfolio in excess of what a riskless investment would have earned per unit of risk. It is calculated by taking the portfolio's rate of return, subtracting the return on the riskless investment (usually a Treasury bond), and dividing by the portfolio's beta. It is important to note that the Treynor performance measure does not account for the effect, if any, of active portfolio management. It is simply a measurement of actual returns. It is also called the return to volatility ratio.

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Sharpe Ratio			Generally, the association between DEA ranking and the ranking obtained with Treynor index are strong. Relative performance of equity markets: an assessment in the ... by Bainbridge, Carla; Galagedera, Don U.A. / International Journal of Business			Treasury Investment Growth Receipt Treasury Investors Growth Receipt Treasury Lock Treasury Note Treasury Notes Treasury Offering Treasury Securities Treasury Shares Treasury Stock Treasury Tax and Loan Account Treasury Yield Treasury Yield Curve Treat me subject Treaty of Rome treble damages Treino Trend Trend Analysis Trend following Trend Ratio Analysis Trend Trading Trendline Tresor trespass Treuhandanstalt Treynor Index Treynor Performance Measure Trial balance Triangle Triangular Arbitrage Triangulo Tributacao Trickle Down Trickle Down Theory Trigger List Trigger Point Trigger Price Triggering Event Trilateral Commission Trillion Trimestre TRIN Trinidad and Tobago Dollar Triple A triple bottom Triple Net Lease Triple Tax Exempt Triple Tax-Exempt Triple Top Triple Witching Triple Witching Day			Trevor Nichols Research Complex Trevor Nunn Trevor Robert Nunn Trevor Wilkinson Trevor Wilkinson Design Associates Trevor Williams Kids Foundation Trevor's disease Trevor, William Trevor-Roper, Hugh Redwald, Baron Dacre of Glanton Trevorite Trevorvanmeter Trevose Behavior Modification Program Trevs Trew trews Trewth Trex Trex Mercenaries of Space Merchant Trexan Trexler Scout Reservation trey Trey Anastasio Trey Perkins Treyf Treynor Index Treynor performance measure Treynor ratio Treynor Ratios Treynor's Alpha treys TREZ Trezevant High School Trezubets Trezzini, Domenico Andrea TRF TRF TRF TRF receiver TRF1 TRF2 TRFA TRFAQ TRFC TRFD TRFDP TRFE TRFF TRFGE TRFI TRFIA TRFIC

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