Treynor Ratio Calculator
Calculate return per unit of systematic risk
%
%
公式
Treynor = (Rp - Rf) / β
Measures excess return per unit of systematic (market) risk.
示例
14% return, 4% Rf, β=1.2
Treynor = 8.33.
常见问题
关于 Treynor Ratio
Calculate return per unit of systematic risk.