Treynor Performance Measure
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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.

Treynor performance measure

A gauge of risk-adjusted portfolio performance. The measure is calculated by dividing the portfolio beta (a measure of market, or systematic risk) into the average difference between the portfolio's returns and returns on a risk-free asset. A higher number represents better performance by the portfolio manager. Compare Sharpe performance measure.

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Sharpe Performance Measure Treynor Index			While the Sharpe ratio uses standard deviation measure of total risk (comprising systematic and non-systematic components), the Treynor ratio uses CAPM's beta as relative measure of systematic risk to divide fund risk premium. Bank fund management challenges and opportunities by Sing, Tng Cheong / Singapore Management Review Examples for such measures are the Sharpe ratio and the Treynor ratio. The return in hedge-fund strategies by Al-Sharkas, Adel A. / International Journal of Business			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 Treynor ratio 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 Triple Witching Hour			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 TRFJ TRFK

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Treynor Performance Measure (redirected from Treynor ratio)

Treynor Performance Measure
(redirected from Treynor ratio)