Treynor ratio,reward-to-volatility ratio,Treynor measure,Jack L. Treynor ratio

Formula or Equation

Treynor ratio,reward-to-volatility ratio,Treynor measure,Jack L. Treynor ratio formula,equation,calculator
TRTreynor ratio,reward-to-volatility ratio,Treynor measure,Jack L. Treynor ratio
portfolio i's return(ri)return of portfolio,Rp,portfolio return,PR
risk free rate of return (rf)risk free rate of return,RFROR,risk free ROR,RFRR
portfolio i's beta (βi)beta,portfolio i's beta,PB

Calculator(how to use calculator?)

Treynor ratio,reward-to-volatility ratio,Treynor measure,Jack L. Treynor ratio formula,equation,calculator
Return of portfolio (portfolio i's return(ri))
Risk free rate of return (risk free rate of return (rf))
Beta (portfolio i's beta (βi))
Treynor ratio (TR)
Precision

References

  1. Wikipedia article: Treynor ratio.
  2. Treynor Ratio.

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