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High Quality Content by WIKIPEDIA articles! The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversify-able risk. investment (i.e. Treasury Bill or a completely diversified portfolio) (per each unit of market risk assumed). The Treynor ratio (sometimes called reward-to-volatility ratio) relates excess return over the risk-free rate to the additional risk taken; however systematic risk instead of total risk is used. The higher the Treynor ratio, the better the performance under analysis.

Produktbeschreibung
High Quality Content by WIKIPEDIA articles! The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversify-able risk. investment (i.e. Treasury Bill or a completely diversified portfolio) (per each unit of market risk assumed). The Treynor ratio (sometimes called reward-to-volatility ratio) relates excess return over the risk-free rate to the additional risk taken; however systematic risk instead of total risk is used. The higher the Treynor ratio, the better the performance under analysis.