Analysis

Ratio de Treynor

A risk-adjusted performance metric that measures excess return per unit of systematic risk, calculated as (Portfolio Return – Risk-Free Rate) / Beta.

Quick answer: A risk-adjusted performance metric that measures excess return per unit of systematic risk, calculated as (Portfolio Return – Risk-Free Rate) / Beta.

This term page is part of the Protermify Finance glossary and is published as static HTML for fast indexing and clear language coverage.

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Quick answer

A risk-adjusted performance metric that measures excess return per unit of systematic risk, calculated as (Portfolio Return – Risk-Free Rate) / Beta.

Why it matters

Ratio de Treynor matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is Ratio de Treynor?

In this glossary, Ratio de Treynor refers to: A risk-adjusted performance metric that measures excess return per unit of systematic risk, calculated as (Portfolio Return – Risk-Free Rate) / Beta.

How is Ratio de Treynor used in finance?

In finance communication, this term appears in contexts such as: "El ratio de Treynor se utiliza ampliamente para comparar gestores de carteras ajustando por riesgo dentro de la misma clase de activos."

Why does Ratio de Treynor matter in finance?

Ratio de Treynor matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses Ratio de Treynor?

Ratio de Treynor is mainly used by Financial Analysts, Bankers, and Traders.

What category does Ratio de Treynor belong to?

In this glossary, Ratio de Treynor is grouped under Analysis. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

A risk-adjusted performance metric that measures excess return per unit of systematic risk, calculated as (Portfolio Return – Risk-Free Rate) / Beta.

Operational example

The Treynor Ratio is widely used to compare portfolio managers on a risk-adjusted basis within the same asset class.

Localized term

Ratio de Treynor

Localized example

El ratio de Treynor se utiliza ampliamente para comparar gestores de carteras ajustando por riesgo dentro de la misma clase de activos.

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Analysis

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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