π Treynor Ratio Calculator
Calculate the Treynor ratio to measure portfolio return per unit of systematic (market) risk.
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Treynor Ratio Formula
Treynor = (Portfolio Return β Risk-Free Rate) / Beta
A higher Treynor means more return per unit of market risk. Unlike Sharpe (total risk), Treynor only measures systematic risk β useful for evaluating a component of a diversified portfolio.
Treynor RatioBetaSystematic RiskPortfolio Performance