Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial metric
|
| gptkbp:alsoKnownAs |
reward-to-volatility ratio
|
| gptkbp:appliesTo |
diversified portfolios
|
| gptkbp:contrastsWith |
excess return to systematic risk
|
| gptkbp:form |
(Portfolio Return - Risk-Free Rate) / Beta
|
| gptkbp:higherValueIndicates |
better risk-adjusted performance
|
| https://www.w3.org/2000/01/rdf-schema#label |
Treynor Ratio
|
| gptkbp:introducedIn |
1965
|
| gptkbp:measures |
risk-adjusted return
|
| gptkbp:namedAfter |
gptkb:Jack_Treynor
|
| gptkbp:notRecommendedFor |
undiversified portfolios
|
| gptkbp:publishedIn |
gptkb:Harvard_Business_Review
|
| gptkbp:relatedTo |
gptkb:Sharpe_Ratio
Jensen's Alpha |
| gptkbp:riskFreeRate |
return of a risk-free asset
|
| gptkbp:systematicRiskMeasuredBy |
beta
|
| gptkbp:usedIn |
portfolio management
|
| gptkbp:bfsParent |
gptkb:Sharpe_Ratio
|
| gptkbp:bfsLayer |
7
|