TheSharperatioandtheTreynorratiobothmeasuretherisk-adjustedrateofreturnonaportfolioorastock,buttheyusedifferentbenchmarks.,Treynor,isameasurementofthereturnsearnedinexcessofthatwhichcouldhavebeenearnedonaninvestmentthathasnodiversifiablerisk(e.g....
Treynor Ratio
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Inessence,theTreynorratioisarisk-adjustedmeasurementofreturnbasedonsystematicrisk.Itindicateshowmuchreturnaninvestment,suchasaportfolio ...
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