| Display title | Treynor ratio |
| Default sort key | Treynor ratio |
| Page length (in bytes) | 5,034 |
| Namespace ID | 0 |
| Page ID | 585 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
| Number of redirects to this page | 0 |
| Counted as a content page | Yes |
| Edit | Allow all users (infinite) |
| Move | Allow all users (infinite) |
| Page creator | WikiSysopIG (talk | contribs) |
| Date of page creation | 09:57, 17 August 2026 |
| Latest editor | WikiSysopIG (talk | contribs) |
| Date of latest edit | 09:57, 17 August 2026 |
| Total number of edits | 1 |
| Recent number of edits (within past 90 days) | 1 |
| Recent number of distinct authors | 1 |
Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | Treynor ratio is a risk-adjusted return measure that evaluates the excess return generated by an investment relative to its systematic risk. Unlike the Sharpe ratio, which uses total volatility as its measure of risk, the Treynor ratio uses beta to measure sensitivity to systematic market risk. |