Treynor ratio
Noun
Meaning
Treynor ratio (plural Treynor ratios)
(finance) A measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk, per unit of market risk assumed.
Noun
Treynor ratio (plural Treynor ratios)
(finance) A measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk, per unit of market risk assumed.