特雷诺指数,酬报与波动性比率,收益对风险比率

公式或方程式(Formula or Equation)

Treynor ratio,reward-to-volatility ratio,Treynor measure,Jack L. Treynor ratio	特雷诺指数,酬报与波动性比率,收益对风险比率
portfolio i's return(ri)	投资组合收益
risk free rate of return (rf)	无风险回报率,无风险收益率
portfolio i's beta (βi)	贝他系数,投资组合i的贝他系数

计算器(Calculator)(how to use calculator?)

投资组合收益 (portfolio i's return(r_i))

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

无风险回报率 (risk free rate of return (r_f))

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

贝他系数 (portfolio i's beta (β_i))

特雷诺指数 (TR)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

Precision

0 1 2 3 4 5 6 7 8 9

参考文献(References)

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