Treynor Ratio Calculator
Calculate the Treynor ratio to measure portfolio return per unit of systematic (market) risk using beta.
How to Use the Treynor Ratio Calculator
- Enter portfolio return.
- Enter risk-free rate.
- Enter portfolio beta.
- Click Calculate.
使用例
- •Diversified portfolio evaluation
- •Systematic risk analysis
- •Fund manager ranking
計算式
Treynor Ratio = (Rp - Rf) / β
よくある質問
How is Treynor different from Sharpe?
Treynor uses beta (systematic risk only), while Sharpe uses standard deviation (total risk).
When should I use Treynor ratio?
Use it for well-diversified portfolios where unsystematic risk has been eliminated.
Is this calculator free?
Yes, all calculators are completely free.