Treynor ratio
id:
treynor-ratio-209-2192463
title:
Treynor ratio
text:
In finance, the Treynor reward-to-volatility model, named after American economist Jack L. Treynor, is a measurement of the returns earned in excess of that which could have been earned on an investment that has no risk that can be diversified, per unit of market risk assumed. The Treynor ratio relates excess return over the risk-free rate to the additional risk taken; however, systematic risk is used instead of total risk. The higher the Treynor ratio, the better the performance of the portfoli
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Treynor_ratio
date created:
2004-12-13T16:23:50Z
date modified:
2024-09-11T17:26:26Z
main entity:
{"identifier":"Q746086","url":"https://www.wikidata.org/entity/Q746086"}
image:
fields total:
13
integrity:
14