| ARES-PB Stock | | | 55.60 1.60 2.96% |
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Ares Management Corp has current Treynor Ratio of 0.2919. 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] - RFRBETA |
| = | 0.2919 | |
| ER[a] | = | Expected return on investing in Ares Management |
| BETA | = | Beta coefficient between Ares Management and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ares Management Treynor Ratio Peers Comparison
Ares Treynor Ratio Relative To Other Indicators
Ares Management Corp is rated
fourth in treynor ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
22.22 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Ares Management Corp is roughly
22.22 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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