| GVIYX Fund | | | USD 12.19 0.06 0.49% |
Guidestone Value treynor-ratio technical analysis lookup allows you to check this and other technical indicators for Guidestone Value Equity 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
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Guidestone Value Equity has current Treynor Ratio of 0.0077. 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 |
| = | 0.0077 | |
| ER[a] | = | Expected return on investing in Guidestone Value |
| BETA | = | Beta coefficient between Guidestone Value and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Guidestone Value Treynor Ratio Peers Comparison
Guidestone Treynor Ratio Relative To Other Indicators
Guidestone Value Equity is rated
below average in treynor ratio among similar funds. It is rated
# 3 fund in maximum drawdown among similar funds reporting about
987.83 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Guidestone Value Equity is roughly
987.83 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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