Capstone Infrastructure Treynor Ratio

CSE-PA Preferred Stock  CAD 15.30  0.08  0.52%   
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Capstone Infrastructure Corp has current Treynor Ratio of 0.9425. 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

BETA

 = 
0.9425
ER[a] = Expected return on investing in Capstone Infrastructure
BETA = Beta coefficient between Capstone Infrastructure and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Capstone Infrastructure Treynor Ratio Peers Comparison

Capstone Treynor Ratio Relative To Other Indicators

Capstone Infrastructure Corp is rated third in treynor ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  3.96  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Capstone Infrastructure Corp is roughly  3.96 
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.
Compare Capstone Infrastructure to Peers

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