| PV2 Stock | | | 2,400 100.00 4.00% |
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PV2 Investment JSC has current Treynor Ratio of 0.1304. 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 |
| = | 0.1304 | |
| ER[a] | = | Expected return on investing in PV2 Investment |
| BETA | = | Beta coefficient between PV2 Investment and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
PV2 Investment Treynor Ratio Peers Comparison
PV2 Treynor Ratio Relative To Other Indicators
PV2 Investment JSC is regarded
third in treynor ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
125.26 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for PV2 Investment JSC is roughly
125.26 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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