TheSharperatioandtheTreynorratiobothmeasuretherisk-adjustedrateofreturnonaportfolioorastock,buttheyusedifferentbenchmarks.,Treynor,isameasurementofthereturnsearnedinexcessofthatwhichcouldhavebeenearnedonaninvestmentthathasnodiversifiablerisk(e.g....
Treynor Ratio
- treynor ratio
- information ratio 基金
- capm
- treynor ratio
- information ratio
- treynor ratio
- sharpe ratio information ratio
- capm alpha
- benchmark portfolio中文
- information ratio
- information ratio vs sharpe ratio
- share ratio
- information ratio vs sharpe ratio
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- excess return
- information gain ratio
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- information ratio 公式
- what is the sharpe ratio of a portfolio
- sharpe ratio beta
- information ratio vs sharpe ratio
- treynor ratio
- information gain ratio
- information coefficient
TheTreynorRatioisameasureofaportfolio'sexcessreturnperunitofsystematicrisk,orthemarketvolatilityoftheportfolio.
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