CatalystTeza Algorithmic Treynor Ratio


USD 7.52  0.00  0.00%   

CatalystTeza Algorithmic treynor-ratio technical analysis lookup allows you to check this and other technical indicators for CatalystTeza Algorithmic Allocation or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
CatalystTeza Algorithmic Allocation has current Treynor Ratio of 12.84. The Treynor is the reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore, the Treynor Ratio is calculated as [(Portfolio return - Risk-free return)/Beta].
Treynor Ratio 
ER[a] - RFR 
ER[a] = Expected return on investing in CatalystTeza Algorithmic
BETA = Beta coefficient between CatalystTeza Algorithmic and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

CatalystTeza Treynor Ratio Relative To Other Indicators

CatalystTeza Algorithmic Allocation is rated top fund in treynor ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  0.09  of Maximum Drawdown per Treynor Ratio. The ratio of Treynor Ratio to Maximum Drawdown for CatalystTeza Algorithmic Allocation is roughly  10.82 
This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.

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