IShares Core Treynor Ratio

IAGG Etf  USD 52.46  0.14  0.27%   
IShares Core treynor-ratio technical analysis lookup allows you to check this and other technical indicators for iShares Core International 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 Equity Screeners to view more equity screening tools
  
iShares Core International has current Treynor Ratio of 0.6181. 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

 = 
0.6181
ER[a] = Expected return on investing in IShares Core
BETA = Beta coefficient between IShares Core and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

IShares Core Treynor Ratio Peers Comparison

IShares Treynor Ratio Relative To Other Indicators

iShares Core International is considered the top ETF in treynor ratio as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  1.50  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for iShares Core International is roughly  1.50 
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 IShares Core to Peers

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